I assume you have a TiVo Series 2. The procedure for the TiVo Series 3 would be different.
First, be aware that IR interference is a significant consideration. For maximum reliability, you want to put your cable box in a cabinet with solid (not glass) shelves, back and front (doors), large enough so that there is a few inches around the cable box on all sides, and at least four inches above. In other words, the cable box should not be able to receive random IR signals from anywhere other than the IR emitters provided with the TiVo, which you snake into the cabinet through a hole in the back of the cabinet. (You can try this without the cabinet, but it won't work as reliably, depending on how much IR interference you have in your area.)
So you set up your TiVo in full view of where you would be using the TiVo remote from. The IR emitter cables should go from the TiVo into the cabinet and stuck right in front of the IR receiver in the cable box. Of course, the cable coax should be connected to the cable box. The cable box (video out) should be connected to the TiVo (video in) through the best connection mechanism both boxes support (in this order HDMI [trapezoidal], DVI [rectangular with lots of pins/holes], component video [red/green/blue], S-Video [black with a bunch of pins/holes], or composite [typically yellow]). Also hook up audio [red/white] from the audio out of the cable box to the audio in of the TiVo.
Run the TiVo guided setup. It will walk you through finding the right IR code so your TiVo can control your cable box.
