There are a number of things in your original post that makes me think you have very little experience using a camera on anything but fully auto. For example, you have set the camera to AV mode, which means the camera is selecting the speed based on the aperture you've selected, yet you claim to have set both the aperture (f/22) and the speed (1/4000), that makes no sense. Also, what aperture you select has nothing to do with how well the camera autofocus as it always uses the largest aperture for focusing before stopping down for the actual shot. Are there any warnings lighting up in the finder LED when pushing the shutter release? Have you tried setting it to fully manual?
I think he is just referring to where the dials are positioned.
There is not auto setting on the shutter speed dial. It is a switch on the front of the dial.
Similar for the aperture ring. No auto setting there too.
Av will just over ride the shutter speed setting and Tv will over ride the aperture setting.