First, most cable companies are probably using standard channel spacing. HRC and IRC/ICC use a slightly different spacing to eliminate some potential interference problem I can't remember, and as a side-effect get an extra channel in between channels 4 and 5. (There's an extra 4 MHz gap there because standard cable follows the OTA VHF frequencies, which have a gap there for radio astronomy or something, but the revised spacing widens it to 6 MHz.) If you're using the wrong setting, it should be obvious that you're missing channels.
Second, Samsung's PIP options are extremely limited. Maybe it only works for analog cable? Consult your manual, I'm sure it's in there.