We recently purchased a new HD Samsung TV as well as a Blue Ray DVD player. I did not pay any attention to the installation because our other, tube set has a digital box, DVD etc. and works well.
1. I find I have 3 remotes.
Is one for the digital box? One for the TV and One for DVD player?
Also, how do I get a brighter picture on the DVD screen?
The picture brightness control will be in the Samsung TV setup menu. There is a setting for brightness, but there may also be a setting for the backlight (my Samsung has that, anyways). Both will increase the brightness of your screen.
Yes, you should have a remote for the TV, the blu-ray player, and your digital box. If you want to consolidate, you can purchase one of the Logitech Harmony remotes and control everything with a single remote.