TiVo Mini AV Cable (Component)

I bought a TiVo Mini from Ebay this week and it arrived today. I set it up through HDMI, but now I want to connect it to a television via the AV cable. The Mini had an AV cable in the box, but it does not display anything on the television when I select AV on it. Do I need to do something special on the Tivo or on the Mini for the AV cable to work? I called TiVo support and they said that they do not support the AV cable.

I am also wondering if the AV cable that came in the Mini box is not compatible with the TiVo Mini. When I look at TiVo online, the cable(s) that they sell looks different than the one that came in the TiVo Mini box.