1) the sony strda3000es has no capacity to decode the audio of a cable television broadcast from the raw cable feed, so plugging the cable connector into the sony is not hte way to go. Instead, run the analog audio outs from your cable box or tv into the sony.
2) video, IMHO, best to skip running the video through the sony, instead go direct from dvd>tv. If you have dvi or component on both the dvd and tv, use ;em (in that order) if not, go with s-vhs over composite.
3) audio connection -- imho, use coax over fiber -- radioshack sells some nice inexpensive coax cables.