Please post the Brand/Model of you cable box and that of your TV so I can provide you with an answer that is more accurate than a guess.
The guess is, since we are talking about HD I will assume that your cable box has an HDMI connector and you have also an HDTV with HDMI connector somewhere in the back. In that case you will need an HDMI cable and that will connect both Audio and Video signal. Then you just set your input source selector on your HDTV to HDMI (if multiple select the number of the one where you connected the cable box), and you should be getting picture and sound.
Now, if your HDTV has no HDMI input then it will be very likely that you will have to use a Component cable that is ONLY for the "video" signal and looks like 3 RCA connectors color coded as Red, Blue, and Green. You will need to get and additional cable to feed the "audio" signal from the cable box to the HDTV using a stereo cable with RCA connectors which are usually color coded as RED and WHITE.
Note: This setup although better than nothing, is somewhat defying the purpose of having HD. The signal in Component connections are analog (although of better quality than Composite i.e. the old single video cable color coded as Yellow). The analog signal is limited by design and will get you only so far in your HD experience. The HD signal is digital and will yield the highest quality in both audio and video.
Assuming you are paying extra for channels that are HD then it would be worth it to do some more research or ask for help to one of your savviest friends so you can get the best gear and results with the least expense ;)
In all cases you should be able to see the programs and hear in stereo, your experience will vary as:
- Your video signal may be a 480p instead of getting a higher 720p or 1080i.
- your audio signal although some movies are available in 5.1 surround, not having a surround system will just give you the stereo sound from the TV.
Either way is your call how you want to experience your media... if you like to read more on the subject a quick start could be the TV glossary at crutchfield for instance: