Do HDMI cables make a difference in picture?

So I just bought a new 32 inch Emerson LCD television. I got it home and hooked it up to my at&t u verse cable box just using one of those screw in cables (I am not very technologically literate.) The picture is not very good at all. Right now, my television is on channel 3, if I were to use an HDMI cable and have the tv on HDMI channel 1, would the picture be better or should I just get a new tv? The picture was definitely better in the store.