If I am understanding you correctly, your cable box is using a coax connector. Your Roku is using an RF modulator which outputs to a coax. You have both coax connections connected to a splitter/combiner.
If that is correct -
Go to Radio Shack and ask for a coax switch. I'm not sure you can still get on there.
If not, Amazon has one. Just go here http://tinyurl.com/3yx57sz
You would connect the cable box to A, and the RF Modulator the Roku is on to B. Just switch between them.
If you want to get real slick about it, here's a remote controlled one http://tinyurl.com/3a75yv5
I know I don't like getting my lazy ass off the couch to switch stuff.
IF your RF modulator has an "RF In" or "ant in", you would connect your cable box to that. Then, when the RF modulator is off (or switched to ant, cable, passthrough, or whatever similar phrase it has), the cable box would come through.
In both scenarios, setting the RF modulator the Roku uses and the cable box to the same output channel will simplify things for you. You can then just leave the TV set to the same channel all the time.
(of the Jessica System)