You'd need to connect the Blu-ray player to an external multichannel amp or receiver such as the Onkyo TX-SR606 you mention (an excellent choice by the way!).
You could then partner the Onkyo with a set of 5.1 speakers, and depending on your budget/requirements could choose between a style speaker package such as the KEF KHT series (the 2005.2 model is £600, the bigger 3005SE £1000) or a more conventional speaker package such as the Q Acoustics 1010i 5.1 (£500) or Tannoy Mercury F1 Custom (£799). What's your budget?