The message about the HDMI cable sounds like it may be HDCP(High-Bandwitdh Digital Copyright Protection). HDCP will encrypt the code to prevent any recording of the content that is streaming over HDMI. This only happens when the cable box detects that the HDMI cable is not connected to a TV. You may need to connect component cables, and change over the settings to use that input. Below is a link that should explain HDCP a little bit more, and let you know what you could do to get around this:
Hope this helps!