E940 digital boxes have multiple outputs on the back, ranging from coax out (use the cable out), also has RCA's out, and S-video out.... like GD said, obviously ensure your on the right input.
If your using the Cable Out (coax out to back of tv) as many people would be, your tv HAS to be on channel 03 for you to see a picture. Most TV's will also have at least 1 video input. If your TV has the red/white/yellow plugs, you should try connecting the box to your tv with these wires (available at any electronics store/electronics section in store - very cheap).
Also, as silly as it sounds, make sure the 940 is actually turned on! These boxes don't have any buttons, and people can be easily confused of the status of the box (on or off). The green light on the front of the box must be lit. If your remote is programmed for your TV, its very easy to throw the tv and digital box out of sync (one device is on, other is off).
If the box isn't powering on, or you determine (or think) the box is faulty, change the power supply cord first as it is VERY common for the box to appear faulty when its just a bad power supply cord.