HDMI replaces the component (R, B, G) and audio (R, W) cables -- it carries audio and video and provides the best quality connection between the components and the tv.

Will the picture improve if I unplug the (RBG) (RW) cables?

You don't need them both and it's possible that having them both connected will "confuse" the TV--it won't know which feed to use for a given input.

I have a Sony Bravia 32". I originally had the component connections, then went to a HDMI/DVI connection. While the picture is slightly better, I have intermittent taping problems (HDMI copy protection comes up on screen). I also get volume problems. I'm going back to the components and see if the problem corrects itself.

If at all possible, use the component connections. HDMI has many problems with intermittent loss of video and audio.