It may be that your TV won't convert digital audio (via HDMI) to analog audio. Kind of stupid as you can't use the headphones or analog out.
If the set top box has analog out then connect it directly to the stereo. If not then you can use an HDMI audio extractor
http
/www.amazon.com/ViewHD-Extractor-Support-Converter-VHD-H2HARC/dp/B00LKF6CPG