One of the inverter transformers could be blown too. You can buy them on e-bay by entering the number from the top of the transformer, It requires soldering. The bad transformer will be 'leaking' or will have burned the circuit board.
The problem I have had is that even after replacing the transformer, the over-current circuit kicks in and the same 'shut-off' thing happens. I replaced all of the blue 5pf 3kv capacitors with 5pf 6kv caps, and still the same problem.
finally, I just removed all of the blue capacitors by the transformers and now it works great!
Unfortunately, this bypasses the over-current protection and the set will not turn off next time a transformer has a melt down. Possible fire hazard.
be careful with this fix.

I would recommend not leaving the set unattended, and if you smell burning, turn it off.

Unfortunately, since the manufacturer was nice enough to shellac or leave a heavy rosin coating on the solder side of the board, it is really hard to test individual components :(

Good Luck!

Sounds like a simple input issue, the set up screen has popped up because a signal is not being detected by your video ports. I would hit the source button on the manufacture remote control and toggle it to the right input. is it connected to a cable box??/ and if so what type of inputs are going to your tv from the source, eg, hdmi dvi, coax, component ????? and also is there a dvd player or vcr in the mix, if so I would also check the cable from it and even bypassing the dvd or device going directly into your tv can also tell volumes.