I'm assuming for now that you have the Explorer 8300HD. If not, just let me know.
In case you don't have the manual(s), there are some good documents at this link
here.
Perhaps running the Setup Wizard (page 3 of the
user's guide) would help. It says to do that whenever you change connections, so maybe it would get rid of that annoying message. If not, I'd say contact the cable company. They should earn their money sometimes, right?