I have connected everything as per the manual instructions but I have no sound. There was no sound also when the speakers were not connected yet.
I have a hdmi cable from the TV to the av. Then the av is connected to the Bose system with an optical cable, and the av and DVD are connected with another hdmi cable.
Is it a connection problem or is there something wrong setting wise??
If your Bose speaker system has an optical input it is self powered and cannot be connected to your HK receiver because it does not have optical out (only optical input).
If your TV has optical audio output you can connect the Bose directly to the TV. Connect the DVD to the TV via HDMI and you are done. If you want to use the receiver you will need to get passive speakers that would be powered from the receiver.