Actuallly it could plug straight into the TV ( depending on your TV).
Red = Right Audio Channel ( sound)
White = Left Audio Channel ( sound )
Yellow = Video ( err, video
)
You could also have an S-Video ( round black with a bunch of pins, quite superior quality).
As stated before, you have to make sure that the TV is on the proper channel ( some its on the remote Video Input ) or you have to turn the TV to say channel 00. It will come up with a Video signal on your TV.
Going through the VCR is just as easy though.
By the way, do you have the TV/VCR going through any sort of sound system or are you just using the TV speakers?
You can get wicked sound if you run it through your system...