You either need a set of Component Cables, or an HDMI cable. HDMI will offer the greatest picture quality, and the simpler hook up.
HD service providers never provide the cables for this type of hookup. You'll have to purchase this cable separately. DO NOT feel intimidated into purchasing an expensive HDMI cable, this type of cable passes a digital signal, so higher quality cables do no better job than a cheap one.
I used to believe that it was necessary to spend a lot of money on cabling, but research proves otherwise in reference to HDMI cables. Cables passing an analog signal do need to be good quality, but not HDMI.