sorry this wont be much help but your either doing something wrong or there is something wrong, because anyone that cant see the difference either has bad vision or really bad vision.
something to check to make sure things are working as they should be, when sky set it up did they give you a HDMI to connect the box to the tv, (looks a little like a usb), im guessing they did as you would have no signal at all, but check just in case.
If you have spent a decent amount on your equipment dont skimp on the cables either, i've had sky hd for over a year now and still i sometimes find myself shaking my head at how good the picture looks, but i did change the cable that sky provided.