Progressive scan would be used with a television that is HD Ready or better. In this situation you would use component cables, DVI, or HDMI if your DVD/TV are capable.
In your case, your TV should have Composite or possibly S-Video, in this case you can still use most progressive scan players, just turn the progressive mode off so your in interlaced mode. We just bought a cheapo Apex player from Walmart for $38 bucks and it had progressive, however, we are using it on a bedroom 20" tv, so I just use the regular red/white audio and yello video cable. You should be able to do the same...
