If I turn the wireless off and connect it directly to the router with a CAT5 cable I thought it should automatically connect to the internet etc. Am I wrong.
You'll need to give a little thought to how you are giving out addresses for each unit - each on needing a unique address.
DHCP is very common, and easy to use, your router *should* be set up to give out an address with this to each device that requests one, the downside being that the same device may end up having different addresses over time.
A static address would be better for specific devices like a DVD player/sky box, but you will need to ensure that they are given an address outside of the range used by DHCP *or* that in DHCP you reserve a specific address in the range for each device.
What is the address of your router, what DHCP range is it offering to clients ? What happens when you connect the DVD player to the router directly via a cat5 cable - does it get an ip address ? What is shown under "attached devices" on your router when the DVD player is connected directly ?