If your cable box is a model 8300, like
this one, then it is NOT HD. For HD you need the 8300HD.
The cable box has a built-in PVR and dual tuners. You can split the cable from the wall and connect to each of the tuners, then you can record one show while watching another.
You do not need the Sony, unless you want to record to DVD?
Your cable box is connected correctly for best output to your TV. You do not need to connect any other cable box outputs to your tv.
I use an Explorer 3250HD at home and found that all the outputs are active at the same time. I believe this is the same for yours.
So if you want to record to DVD, you can connect the s-video output, Red and White RCAs from the 8300 to the corresponding inputs on the DVD recorder. If you have another set of component video inputs on your TV (for example Input 2), then you can connect the DVD recorder output to this input.
So now, while watching a program, you can record to DVD at the same time. If you want to watch a DVD, switch to Input 2.
You do not need the VCR/DVD combo, unless you want to watch vhs tapes, in this case, connect the s-video output, red and white RCAs to the corresponding inputs on your TV (for example, Input 1).