An F Connector is the standard coaxial connector used in cable TV and cable modems. It normally is used on 75 Ohm cabling. The method of attaching the connector depends on how reliable you want the connection to be. The cheap versions at Radio Shack and similar stores are fine for indoor, static systems. You can screw them onto the cable, but you end up mangling the outer braid. The best way to attach them is to use an F-Connector crimping tool and high-quality connectors. Completely clean the connector with technical grade alcohol (90-95% pure, very flammable!). Strip the connector according to the instructions in the connector packet, making sure not to nick the braiding of the outer shield. Fold the outer braid back, then fit the connector over the cable. Use the crimping tool to fasten the connector to the cable permanently.

                 Braid folded back
                      =====|      
---------------------------+      
Cable                      |||==== Center Conductor  
---------------------------+      
                      =====|      

The instructions with the connector will show you how far back to trim the cable and sheathing. Make sure you crimp the connector barrel completely, or the connector may come off with a slight pull.