you should be able to. I know that the Scientific Atlanta's will do this from Cablevision and Time Warner. My guess is that they all can, but I can only say with 100% surety that all of the cable boxes that I have seen do this.
My receiver does not have HDMI in/out. I plan to get a HDTV that has both component and HDMI connections. Is it possible to use a HDMI cable to the TV and an optical audio connection to the receiver, and get audio through the receiver connection? Or will the cable DVR and DVD player only send the audio signal through the HDMI?