This depends on what you want to do SD or HD
First if you just want to connect for SD only
Here are Three ways:
1) connect the coaxial cable to the DVD player F-connector (sliver screw connector) and the to the TV's Antenna in F-connector.
2) connect the yellow, red and white RCA connector end wires to the yellow, red, and white RCA Jacks of the TV Yellow (video in), Red (Right Audio in), White (Left Audio in) do the same for the other end into the DVD player (Best SD Method)
3) connect the svideo cable into the s-video socket of the TV and the other end to the s-video socket of the DVD player
For HD, Here are the connection methods:
1) Connect the HDMI cable to the HDMI in of the TV (HDMI1)and the other end of the HDMI cable into the DVD player. (best HD method)
2) connect the Component video cable (RGB) into the RGB sockets of the TV (should be marked as Component 1) and connect the other end to the DVD player (using this method you will have to connect the Red and White audio cables to the audio input jacks of the TV from the audio out of the DVD player)
These are the SD and HD methods.
I would suggest using the HDMI cables only, its the best choice and the simplest.
I hope this helps,