Not sure what setting you're adjusting that would be to Dolby Digital from HDMI. Dolby Digital is a kind of sound protocol, HDMI is a kind of cable/transmission. The options should be Stereo or Dolby Digital (and then potentially Dolby Digital Plus, DTS and Dolby Atmos, depending on the box's capabilities). And then you might have the option of changing where the sound is coming from, between Composite (5 separate RCA jacks) and HDMI (one single cable), although I've never seen any box that does that, they just push both methods at all times.
Make sure that you're watching something that is broadcast in Dolby Digital when adjusting the audio settings. I'm not that familiar with the cable box, but there are TVs that won't let you select Dolby Digital when the source that is currently playing in only in stereo (like news programs, talk shows, etc). Preferably, picking a recent movie on HBO, etc, is the best time to be looking at those settings.
Also, as I suggested, try calling your cable company for more advice.
Bruce