Hello,
Any advice how to get 5.1 sound working?

I have the Creative Audigy Rx , 5.1 is tested working using VLC and demo videos.
I try ARTE HD and 3.sat which have 5.1 Dolby Digital sound , select the proper audio stream but i get only stereo.

Is there somewhere any option for Dolby Digital passthrough to enable , like VLC has?

You can try change audio codec and audio renderer in ProgDVB Options->Codecs.

i already tried that, no luck.
Which decoders are the best to select ?

Just for reference what worked on me for 5.1 channels:

Audio Codec: Elecard,LAV or Mainconcept Dolby Digital decoder

Audio Output /Audio Output AC3: Prog Audio Renderer (WASAPI)
Primary Output / SPDIF OUT Audigy RX


edit: Unfortunately this setup caused problems in stereo audio channels.
Had to revert to Prog Audio Renderer () to get audio even on the AC3 tab....

AC3 Filter? Old codec but may be it will be good.