You need a component video cable. This is the one with three ends, Red,Blue and Green. Dont spend more than 15-20 bucks for one. You can find them at home depot,walmart,lowes and radioshack but if you go to radioshack be prepared to have the salesman try and sell you one costing possibly a hundred bucks. Take it from the output of your coby system and into the corresponding input on your tv. Appears as this would be av1 input from your descirption.
The rest of the hookup like the speakers should be pretty self explanitory.