I wondered the same; had mine hooked up with a crappy old RCA cable.

Went to Best Buy, Future Shop, WalMart, and RadioShack looking for an optical cable. The cheapest I could find was $29.95. Some were over a $100!!!

Went to Sayal Electronics in Toronto and picked up a 3 foot combined TOSLINK/SVIDEO cable for $3.99. If you bought 5 you got them for $3.49 each. The label on them says Radio Shack. They even had some nicer looking dual COAX/TOSLINK cables on sale for $7.99.

Hooked it up and didn't notice a difference.
I don't think the $100 cable would have either.