You've also got to select the AV input on the TV control - sometimes called the external or AV input. The button is normally a TV screen shape with a small arrow going into it from the side.
This is not the same as tuning - no tuning is required for AV inputs (as they don't go through the tuner!) - just find the correct button to select it (or them). Sometimes, if the TV has more than one AV input, repeated pressing of the button will cycle through the various inputs.
In in doubt - read the manual!