Do you have a small TV that can be placed near the cable box and connected via a short HDMI cable? Try that and if it still does this, connect a component or composite cable. If it still does it, return the cable box, but make sure the connections from the demarc point to the cable box are good, the ends are terminated properly and you don't need a DC block on the feed.
My mechanic told me, "I couldn't repair your brakes, so I made your horn louder."
