You connected it wrong. You are using component video cable. That is for video only. You need another two connection for the audio. The output should be, on DVD with component out (Red , green, blue) and audio out (left, right) , at HDTV, component in (red, green, blue) and audio in (left right). You need total 5 connections for the whole thing. There could be more if you have surrounding sound.
If your dvd only have two plug or three, one yellow, one white and red(I guess). That is a composite video out and audio out. Some time there are three which is two for audio and one for video. You have to put that yellow video in composite in at hdtv.
