I plugged in the player. Tu.rned on the TV. Then I turned on the player but the set up screen doesn't show. What can I do?

Recheck your TV to Blu Ray connections, and your settings.

How to Hook Up a Blu-Ray Wireless | eHow

See if your remote has a "source" button. Press that see if it picks it up.

Plugged in.. Check.. Turned on.. Check.. What's missing here? How about Reading the Manual. If it didn't come with a booklet look for a PDF on disc.

What model of player do you have? You will have to tell the TV to allow connection to the player if your not using physical connections and using a wireless feature. Also many "setup" programs for different products dont simply come on with the machine. You have to press and hold a button while turning it on to gain access to menus. If yours is like this then you may have skipped a step.