The Horizons Web interface is quite limited. For short outputs, like elliptical orbital elements, I usually use their telnet interface. For long outputs, like xyz trajectories, I usually use their e'mail interface. There's a brief description of both on their Web page. More detailed documentation is available using the telnet interface. It includes commands that will send several different (plain text) explanatory documents to you by e'mail.
The Web page is at
http://ssd.jpl.nasa.gov/horizons.html
As they mention, the telnet interface uses a non-standard port.
telnet://ssd.jpl.nasa.gov:6775/
To get orbital elements, the first thing you do is just type in the name of the object, in this case CASSINI. Then answer the questions appropriately.
Their telnet program tries to put your terminal into page mode, but the escape sequences cause the default Windows telnet program to get somewhat confused. You just have to type an extra carriage-return to clear the error before typing your first command.
I've created a template mail message for xyz trajectories at
http://www.lns.cornell.edu/~seb/celestia/horizons-template.txt
Horizons' trajectories can't be used as-is. The returned messages have to be edited into a format that Celestia will accept, but that's easy to do.
I hope this helps a little.