If you see the message displayed above, connect a video-capable 30-pin cable to the dock connector on the bottom of the iPod (such as the Apple Component AV Cable or Apple Composite AV Cable) or connect another video-capable accessory to the dock connector.
For more information about using TV Out and supported cables, see support document: iPod and iPhone: TV Out support. Note that older video cables that connect to the headphone jack of earlier iPod models won't work when connected directly to iPod classic, iPod nano (3rd generation), or iPod nano (4th generation).