Give Cox another call and have them come back out. Most cable companies will do the installation for free if you don't have more than 4 wall jacks already?
If they balk, you could always make it a little DIY project and save some money. You'll have to split a connection from another bedroom or family room with a digital cable splitter (capable of 1GHZ). Check out
DIYnot's cable routing page for different ways to run coax in the wall or under the floor to the room you want to install the cable jack.
Home Depot's cable jack installation guide has a quick 2 step process on how to install the wall jack.
If you have a cable jack on the other side of the wall of your bedroom, it would be the most ideal (and least amount of work) to access and split the connection for your bedroom.