This article, Connecting a video source to your Slingbox SOLO outlines the options you have for setup.
The SOLO does not have a coaxial cable input, so you'd need to use component or composite cables
Hope this helps!
Let me clarify a little more on this issue. With the Slingbox Solo you can not connect coaxial. You would need some device that converted the coaxial cable input to a composite or component output. With out this type of converter there is not a way to make that Slingbox work with a coaxial cable.
Hope this is a little more clear,
Sling Moderation Team