Depending on that kind of connections your TV and DVD players have there are numerous ways to hook them up...here's a run down...
1) The worst connection is via a single composite cable. It'll work, but the picture quality will not be great.
2) S-Video...the next step up. You'll get a brigher, sharper picture than with component.
3) Component...this is the best analog connection possible. It's a three cable connection.
4) Digital...either DVI or HDMI. Depending on your TV, most people say this gives you the best possible picture quality.
Hope this helps.