HDTV Setup

Question

I just got a new HD TV and I'm not quite sure how to set it up. Time Warner gave me RCA cables and I think to get the best picture I need HDMI cable.But given this, when I run the cable line into the converter box do I need to run the cable from the out line to the TV and the HDMI cable or just the HDMI cable? I tried setting up with just the RCA cable coming from the converter box but the message on the TV stated weak or no signal.