This link to the
What Cables should I buy thread might help.
Ken, you need a set of Component video cables. These are 3 RCA cables in a bundle.
I'm afraid I'm not a fan of the "..any 75 ohm coax cable" will work. Coax is like asphalt on a road - they are all covered with the same stuff, but the road is designed for different speeds.
With that in mind, here are some numbers:
Component Video: 4 Mhz max
Progressive Video: 13 Mhz max
720/1080 HD Video: 35 Mhz max
So if you buy "...any 75 ohm coax" or even a Component Cable set, you are buying something designed for no-more-than 4 Mhz frequency.
(This was state-of-the-art in 1940's and has not increased until about 1999).
But with a HD cable box, you may be pushing 35 Mhz signals.
The proper cable for these signals starts about $50-$60. Not out of line at all. Use the link above to find various sites that sell the proper coax.