Hi
My self Anuroop Vincent,I had also similar issue.I also bought Samsung 4250 Smart TV.The issue is that here is no mini jack or any analog output port.Only optical audio out port.So you should buy a Optical to Analog converter(Toslink something like that).you can buy this online(Its price is starting from 800 INR to 2500 INR) please make sure that optical cable is with the adapter(you will get this along with the adapter but make sure the optical cable and power adapter is with the Audio adapter ). also you should buy 2 pin wire(normal cable that connect from setupbox to the TV or you can reuse this by unmounting from the setupbox).Then you can connect to the tv and Home theater.Then you should change the settings in the tv by taking menu->sound-> Speaker Settings -> then change TV Speaker to Audio out. After changing this you can hear the wonderful sound from the home theater.
As a temporary work around you can hear the setupbox channel voice through the home theater.there will be 3 pin cable for the setup box one is for video and other 2 is for audio.connect audio pin to the home theater and the video pin to the tv you will get the voice through the home theter and video through the TV.but if you use USB or youtube you will not get the sound through the home theater so you have to buy above things and connect to the tv and home theater.Enjoy with Samsung 4250. ..this is a awesome tv.you can contact me in following mob-[do not post your personal info on a public forum](please call me in between 9.00PM to 10.00 PM otherwise i couldn't help you[i will be in office in the day so please don't disturb me])