Panasonic Projectors Why Can't I Get My New Panasonic LCD Projector To Work?

Why can't I get my new Panasonic LCD Projector to work? - panasonic projectors

When I arrived, in a movie, it flashes on the screen at random "input", a blue screen with options. I choose HDMI, but this blue screen keeps blinking input selector, while I try to see my film. What am I doing wrong?