no hdmi from HD DVR box to LG 47 LED

As the title explains, I am having problems with the hdmi from the tv to hd dvr. I have Cox cable. The hdmi works from the Blu ray player on all hdmi connections and with the multiple cords i have, but no luck witht the box, on the other hand the cable works in component mode, just not in hdmi mode. When I first hook up the hdmi from dvr to to tv, it asks if I want to use the new connection , I pressed yes and it just goes into "no signal".
I have tried every hdmi port and different cables with no luck. Any ideas?
Thanks in advance.

Contact COX to check if the HDMI functionality is even enabled in the first place.
Would not be surprising if firmware is proprietary/customized.

will do ...thanks