Why is the picture on my tv small when i use a HDMI cable?

I have a 40" flat screen TV, never used the HDMI cable because I used the HD connectors (blue,green and red) that the cable company gave me. For the past 2yrs I used the 3 wires and had a full screen picture, noproblem at all. Last night my landlord got a new TV so I took my cable box downstairs to show her what he TV would look like when she gets a HD cable box but I used the HDMI cable, the picture was small, some shows and or movies where the full screen but majority were not, and it seemed like the picture looked better on the regular channels than the HD channels, why is that? So when I connected my box back to my TV with the 3 wires I now have the small picture like my landlord had, why did it change? Makes no sense, what's the point in getting a nice size TV if your not going to get a full screen all the time. I have TimeWarner cable and never had a problem. How do I get my TV back the way I had it where all channels, shows and movies were full screen no matter if it was a HD channel or not? Am I doing something wrong or is this the way its suppose to be? Please some advice would be good, never had this problem before, I would appreciate all the help and advice. Thanks