Okay, CABLE IN seems to come from the wall to the cable box.
CABLE OUT seems to go from cable box to tv.
There is a wire that looks just like the CABLE OUT wire that is only hooked to the VCR/DVD (duh...i'm guessing THAT'S the problem). One end plugs into RF IN, the other plugs into RF OUT.
I see no spot for CABLE IN on the VCR/DVD.