Almost certainly a very daft query but here you go.
I've got myself a NAD amp and I tried setting in up today using my iPOD as the input source. I only get sound when I plug it into the Main In L/R sockets. Nothing from any of the other sockets. And (I don't know whether this is connected) when it's plugged into the Main In socket none of the amps front panel control features work (vol, balance etc).
I thought it might be an iPOD issue (no reason for that though) and I tried plugging in my DVD player to the CD input sockets and that doesn't do anything either.
I have made sure that I've got the correct input source selected on the front of the amp in each instance.
Which NAD do you have? It sounds like you have an integrated amp since you describe "Main In L/R sockets". If that is the case, then make sure you are replacing the jumpers that go between the Preamp Out to the Main In sockets when you are trying to connect your source components to the CD/AUX/TUNER inputs.