If you meant this thing at http://store.sony.com/p/NSZ-GS7/en/p/NSZGS7 then there is no need for the cable to go to this device. This device goes to your TV and the cable coax goes to the TV.
This must be some small town if the sales folk can't explain this.
I recently found the sony internet player with google tv and I really am interested in purchasing this. My problem is that my small cable company does not have nor offer catv boxes. I know this is archaic, but I am in a rural area and the cable coax still just screws into the tv. Ok, now that all of you are done laughing, the sony internet player only has hdmi or digital optical inputs. So I would not be able to run my catv thru the sony unit. I know I can still use the internet features by going from the box to my hdtv with hdmi but I really wanted to know if I could plug my coax line into something that would convert to hdmi. Not really looking to improve signal, just to use all of the features of the sony internet player. I hope this all makes sense.