You have it setup just right. There is no way to run coax cable into your receiver. The optimum setup would be to get a cable box and run HDMI into your receiver, then HDMI out to your tv, that is if you have an HDMI switching receiver, if not, then the optimum setup would be component video and toslink or s/pdif into your receiver, and component video out to your tv, or HDMI from cable box to tv, and either toslink or s/pdif into your receiver.