Maret, this isn't a solution to your HDCP issue when running though the 4806, but you did ask for ideas. It appears that although the cable box reports that the TV isn't HDCP compliant, it's actually connected to the 4806(although it doesn't know that)and is really saying that the 4806 isn't compliant. There've been all sorts of HDCP incompatibility reports, and although the 4806 is compliant, apparently it and the cable box aren't able to reach an agreement.

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Enjoy the music, not the equipment.