Some TVs require you go through the complete set up even if you don't want to use the tuner. Yours seems to be stuck.
You can try leaving the set uplugged for 5 minutes and see if it resets itself.
Next thing to try is google for the service manual for the TV. That would tell you how to get into the service menu and perhaps shut off the set up scan.
Sounds like it's trying to scan for available channels from an antenna. How exactly are you trying to hook up the DVD player, what connections are you using? Are you selecting the right input on the TV that the DVD player is connected to?
Some TVs require you go through the complete set up even if you don't want to use the tuner. Yours seems to be stuck.
You can try leaving the set uplugged for 5 minutes and see if it resets itself.
Next thing to try is google for the service manual for the TV. That would tell you how to get into the service menu and perhaps shut off the set up scan.