If you are trying to capture on the computer...you need to run the cable from the box to the capture card.
If you are trying to capture and see TV at the same time...then you need to use a splitter from the cable connected to the box...and then run connecting cables to both the TV and capture card.
Hauppauge uses its own program for captures, which should have been included on CD: WinTV7. The CD reflects both driver for the card and the capture program, WinTV7. The Arcsoft software is probably for editing video which has been captured.
Both the driver and the WinTV software can be downloaded from the Hauppauge website.