hmmm. the GMX A-2.1 should be able to receive any line level signal.
For troubleshooting, if you haven't already hooked it up to an alternate source, like a laptop headphone jack or CD player, check that out.
Whether it's working OK (or not) with another source that's helpful information.
It certainly should work with a line level output on the cable receiver/DVD.
Hope you can get it running OK, but if not, Klipsch Tech support is excellent.
That little GMX A-2.1 is a killer system. You will certainly enjoy the results when everything behaves as appropriate.
"I know I'm paranoid.... but, am I paranoid enough?" --Tom Clancy