Oh i think i know. You know how when you switch down the channels on your TV and then you get to a screen that says something like LINE or VIDEO 1 or stuff like that, well in one of those you should be able to see it. But then what's wrong with connecting it to your DVD player??? It works just find if you ask me. Also, please make sure you are using the write plugs because if your tv is 1080i or 1080p, which's an HDTV, you gotta buy different plugs, however it won't change the quality on your TV. It'll look just as ugly since it's a PS2 and it only supports 480i which's standard television display.
Well hope i helped.
P.S. the other answerer above me just meant you should make sure your PS2 is on. otherwise there won't be any signal sent to your TV. Good luck!