Verify what inputs your HDTV has. Based on my Olevia 232T 32" HDTV, it should have:
1 x HDMI
1 x Component (RCA Red/Green/Blue + Red/White for audio)
1 x Composite (RCA Yellow + Red/White for audio)
1 x S-Video
How your DVD player is connected depends on what outputs it has available. I would assume that your DirecTV set top box is connected to the HDTV via an HDMI cable. I would keep it that way.
If your DVD player has a Component output (RCA Red/Green/Blue + Red/White for audio), this would be the second preferred output (after HDMI) to use. It should connect directly into your HDTV's Component input. At this point, you would need to use your TV's remote control to change the video input from HDMI to Component (or AV1, I think it is) to actually see and hear the output of the DVD player.
Hope this helps.
-Wolf sends