It is very possible to be an option setting set wrong. You may have bought a unit where the main audio output was via a TV - with the speakers connected to the TV, and IR input to the 2500 was passed via the TV through the MCL cabling rather than via the IR input.
I can't recall for sure, but if that was the case, then you have the player in Option 0, and putting it to default (Option 2 I think) should get it working again..... hopefully.