Your receiver may convert component video to HDMI but doesn't likely convert HDMI to component video so no picture but you get sound.
You say you tried to use the second set of component connection on the receiver. Does that mean that the DVD has component video out? That should have worked if you set the receiver correctly in the input setup menu. Check that. Try changing the video output setting of the DVD. Some can be set for RGB (same as VGA) or YPbPr (component video)..
If your TV doesn't have HDMI you may need an HDMI to component video plus audio converter.
If the DVD has a digital audio output then connect that to the receiver rather than the analog audio of the converter since it will give you better sound.