From what it sounds like, you're splitting the signal from one source to two televisions, correct?

If it's not the input setting, the signal may be too weak. The "Check Signal Cable" is basically letting you know that there's either no signal, or the signal isn't strong enough to create a solid connection.

You might try calling the Samsung customer service center in your region to see if additional troubleshooting may be available. If you use a shorter cable or bypass the splitter, are you able to get a signal?