First off... Welcome to the forum.
Yes, the DVD is suppose to go to ALL the overhead speakers. If you notice there is a little "home" picture in the upper left corner. There are two setting AUX I and AUX II. Look for DVD player avtar and click and should take you to settings. I have the same setup (of which I hate) and have used the DVD player. Not much memory and at times the DVD "buffs". I ended up using a separate DVD player which is much easier and doesn't buff.