It sounds to me like you are running an antenna or coax cable from the wall into the 75 ohm RF connector on the back, since both the main window and the PIP window change together.
Your TV needs two signal sources, one for the main window and one for the PIP window. So you need to run a satellite or cablebox signal into your TV's HDMI connector which you select for viewing in the main window. Then, since your TV will only display a picture from Samsung's integrated tuner, connect an antenna to the 75 ohm RF connector on the TV, or split your cable before the box and run the second coax cable into the RF input.
Unfortunately, if you have Comcast splitting the cable won't work because they are now encrypting the signal on the coax. Possible other cable companies are not yet doing this, and, in those cases, you'll be able to watch local broadcast channels in the PIP window.