Cox announced a month ago he would be a candidate to succeed retiring GOP Senator Peter Fitzgerald in 2004.
Cox started airing commercials in the Rockford area today that urge Illinoisans to chip in to his latest campaign.
Cox spent $1 million of his own money in a failed bid to win his party's U.S. Senate nomination last year.
Campaign spokesman Andy Bloom says if the ads are successful, much bigger statewide purchases of advertising time will be made.
Other Republicans expected to announce or already running for the seat include James Oberweis, Jack Ryan, Andrew J. McKenna Junior and state Senator Steve Rauschenberger. There are also about a half-dozen Democratic candidates.