Your cable box is a source, it doesn't switch video or anything else. You run video OUT of the cable box and only OUT of the cable box.
If your Samsung surround setup is brand new, then you may want to list a model number and consider, if possible, that it was completely incorrect for your setup. It should have component video inputs into it, and component video outputs out of it.
If it does not - SERIOUSLY consider returning it if you can.
If you can't and your unit has component video output of the DVD player (stop calling it a CD player, that's music), then you will need to pick up a component video switcher. You can get a cheap one for about 20 bucks from Wal-Mart. It's manual, but it'll get the job done.
You then will run component video from your cable box into the video switcher.
You will run component video from the Samsung DVD player into the video switcher.
You will run component video OUT of the video switcher to the projector.
To watch DVDs, put the Samsung onto 'DVD' and then press the correct input number on the video switcher and then make sure your projector is on the component input.
To watch cable, put the Samsung onto 'Cable' (or whatever), then press the correct input number on the video switcher, and make sure your projector is still on component input.
If you CAN return the Samsung, and it is appropriate, you can ask and receive a long list of alternative items that will perform much better, but you have to give a budget and some wishes for the unit to achieve.