remote control problem

I just got a plasma tv. It is hooked up and working fine, but I cannot use the remote to change channels. I also had this problem with my old analog tv. I use the tv remote to control the volume and the cable remote to change channels. I'd like to use the tv remote for both.

I have 3 things hooked up to the tv: a digital cable box, a dvd player, and a vcr.

I have red/white/yellow video/audio cables going from the tv to the dvd.

Here's how I have connected the cable signal:
from wall to cable box
short cable from cable box to cable box
from cable box to vcr
from vcr to tv

Using autoprogram to find channels didn't work.

I tried eliminating the vcr and I have the same problem.

Any help will be appreciated.