I have Comcast digital cable. I have an HDTV. I have Comcast's DVR.

I attached a HDMI cable from the TV to the box.

I attached the cable from the wall to the DVR.

I attached another coaxial cable from the DVR to the TV. The DVR does not work.

What am I doing wrong?

The biggest problem I have when going to a customers house to fix a box is that
1. the customer has not turned the box on.
2. the customer has plugged the cable into the output on the box and not the input.
3. the customer has not turned the TV to the input channel they plugged the box into.
If you plugged into hdmi.
Make sure you change the input to the proper channel. If there are more than one hdmi then make sure you get the right one.
After getting it to work, if you hear no sound, go into settings on the box and change audio to hdmi.