I assume that the volume when in TV mode is OK, is this correct?
Have you tried a different DVD disc, to prove that it is not a disc compatibility problem? (I realize that you said that the DVD works in another player)
Have you tried pressing the 'audio' button (in the DVD section) on the remote control to see if altering the setting resolves your problem? You may have to press it more than once, (basically like scrolling through options) to see if there is one settings that works.
Have you checked the Audio 'Mode' setting to see if changing this improves the DVD audio?