I order the service last weekend and to my surprise the captioning wasn't being send from the box to my sony lcd with neither the HDMI nor the 5 wire component that they gave me. Only with a s-video, 3 wire component or coax. Of course I don't get the full high def picture. But I do get CCs

I then tried my 1 year old sony dvd player all the component wires (s-video, 3 and 5 wire) and all work just fine. So I'm convinced that the problem is with the box. After a wile of research I managed to access the menu on the box that comes out when its off. I turn on the captions in the box and there they are Closed Captions on all HD channels.