How do i connect Sky HD+ box and PS3 to Onkyo home cinema system?

For your PS3 you need to connect it to your Onkyo with HDMI and then in turn your Onkyo to your TV also via HDMI, this will give you HD and 5.1. Sky+ HD however oddly doesn't transmit 5.1 via HDMI (no idea why not / at least this was the case, there was talk of them changing this but don't think it happened) so you will need one cable for HD picture which will be HDMI to the TV and then an additional optical cable to your Onkyo because this is the only way to output 5.1 from the Sky boxes at the moment. Some of the other answers given are what you'd assume to be right but I'm pretty certain on this.

I would connect your Sky HD+ directly to the tv using HDMI cable and then connect an optical audio cable from the tv to the receiver. Connect your PS 3 using HDMI directly to the receiver, also connect an HDMI cable from the receiver to the tv. Hope this will help you out.