I'm assuming that you are just trying to get the OSD with that connection, right? For that you'll want to go from the composite "monitor out" to the composite input on the TV, set the TV to the composite input, and press either the front panel "MENU" button or the "MENU" button on the remote (by first pressing "TNR" and then the "OSD/MENU" button). You will see nothing but a black screen until the menu pops up because you have no video inputs.

If I remember correctly, you also have a composite video output on the digital cable box. Have you considered running composite from it to the 970, s-video from the DVD player, and s-video from the 970 to the TV? It's mostly a convenience thing, but with just two inputs on the TV it also gives you the opportunity to add inputs if you wanted to.