Make sure that your cable is stereo, and not mono.  Stereo will have 2 stripes on the end (left and right channels) while mono will have just one.  I have seen cases where mono wires don’t fit into stereo ports.  You probably can also use a cable with 3 strips (3rd strip is for mic).

However, there is a reason the Five is not listed under Home Theatre on the Sonos site.  It’s designed for multiroom audio not for TVs.  This means that anything played on the Five, whether streaming or through the aux input) will be buffered so that it can send the audio to other speakers in your home and play it in sync.  So if you have a TV connected to the aux input, the audio will not be in sync with the video.  Some people are not really bothered by this.  For others, it’s unbearable.  If you bought the Five for use with a TV primarily, I’d recommend you return it and get a Beam instead, as it’s made for TV and cheaper than the Five.  If you’re TV has an optical connection, you can use that.  If it only has RCA outputs or the 3.5 mm headphone jack, you can find converter boxes pretty cheap.