Connect the coax out from the box directly to the TV. Then also connect the red, white, yellow to the receiver, then the video to the TV.
This will let you use the standard coax input for 'casual' listening/watching through one input and the composite/receiver connection for more detailed occasions. You'll just need to make sure your receiver is turned down or switched to a different input or you'll get sound from both. This will also obviously require you to change inputs on the TV for the 2 different sources.