I know having recently set up an HD system myself, the number of cables that are available in a store can be quite confusing. I did this short video, which will hopefully explain some of the differences between the various cables, and in what order you want to use them. This is just some basic information, for more in depth information I would start with Wikipedia. In the video I mistakenly said that component cables carry analog signals, although this is still true for most consumer grade application. Digital component cables are starting to gain popularity and can carry signals up to 1080p, although HDMI cables still have the advantage of also being able to carry audio.