Wow, some of you people really live under a rock. I used to have an antenna rotor on the roof, since I was 1/2 way between Chicago and Rockford. Sometimes the signals came in better for the other city, so I had to turn the antenna. This was before cable infiltrated everywhere. Well, almost everywhere.
The screw-type ribbon cable used to be the standard.
Indoor antennas now should have a Coax cable end. In that case, just plug it into the Cable In/ANT In Coax on the television.
There is nothing wrong/illegal/immoral about gaining channels this way. If there was, there would not be legislation to make those free broadcasts into HDTV some year. Why cater to those 'stealing', if it is wrong??
You do not need a 'channel box', you just use the TV tuner to change channels. You should get ABC, CBS, NBC, FOX and a few others. This depends on how close you are to where they are broadcast from.