"HDMI not permitted" banner on device that's using Mini's A/V miniplug Output

I use a Mini hooked up to large TV via HDMI, and also hardwired to small bedside portable DVD player via the Mini's A/V composite output. About 50% of the time when watching on portable DVD player only, I will get the "HDMI not Permitted" Banner. I can stop this banner by turning on large TV for approx 30 seconds simultaneously with the DVD player, then turning off large TV, which clears the banner on the DVD player. I watch this small DVD player when wife is sleeping, so turning on large TV sort of defeats the purpose.