Need Help - How to play PSP games on the TV?

I just bought a PSP today, and I LOVE it. Picked up Madden 08, Final Fantasy, Jax & Dexter, a 2GB memory stick, and a video out unit to connect to my TV. When I connect to the TV, the settings show up fine, and the music plays, but when I try to launch Madden, it keeps telling me that I need a DV connector and to be in progressive format mode.

I checked the Connected Video device, and it's in 4:3 aspect ratio, progressive mode, and I can switch it to the tv without a hitch, but I can't get it to launch a game for the life of me. Is there a trick to getting it to play the game? Why will it display the settings on the TV, but not the game? Do I need an update for the PSP (noticed there's an update feature).

Any help/guidance you guys can provide would be appreciated. I'd really like to be able to play on the 21 inch tv we have hooked up in the guest bedroom.

Thanks!

Most tv's play progressive format, 480p, and yes this tv plays it, because the DVD player is a progressive scan DVD player and set to use progressive format (checked it). HDTV typically indicates a 720 or 1080 signal, not a progressive format signal. Kind of a long answer there, but yes, the TV supports 480p mode, which I believe is what is being displayed on the PSP.

I figure there's some setting, or perhaps an update that I need to get in order to make it work. Or, it might be that the stupid DVD player that I'm feeding it through is downcoverting the signal to a 480i signal (which sould suck!).