Watch On Demand on my Mac computer

On Demand is a cable/TV technology. Do you mean watch movies online? Or the movies that you see on your cable box. If so, I think that only comes with Contour, which only works on iOS and Android devices. There is the TV Connect, which you can get here, but I don't think that lets you view on demand.

Could you possibly be referring to something like HBO's "HBO Go", or Showtime's "Showtime Anytime"? Both of these may be installed on a Mac, PC or iOS or Android device. They allow paid subscribers to stream/view content via wireless.

Good thought. It was the "On demand" part that threw me off. Whats good about HBO Go and others is you don't need Cox internet to watch it, just a Cox ID and Cox cable with HBO. 

Could OP clarify what they meant?