Are you using a Directv receiver and outputting it to the projector?
Look at the back of the TV/DVR receiver. You should be able to find a Digital Audio output on there and run that cable to your stereo to get the audio.
Then run the HDMI to the project, bypassing the passthru feature of the Marantz.
You may be able to do both through the Marantz -- the HDMI, to pass the video, and the Digital Audio, for the sound, but I'm not sure.