Going by specs of your TV, I see it has only Composite (RCA Yellow, White, Red) & SCART connections (guess yer in the PAL region?), but no Component (which is RGB - Red, Blue, Green). Is this a CRT unit or an non-HDTV LCD unit? It might be a non-HD LCD because the orange cable you mention is for a Digital out coxial cable; meaning it can output digital sound, but not picture (which is where HDMI/Component outputs come in)
If you want to use Component cables, you need to buy a HDTV for your region code (NSTC/PAL) that HAS Component connections (which I strongly reccomend if you can find one you can afford (theres lotsa them if you know where to shop). Otherwise, you'll just haveto sitck to Composite or SCART with what you got.
Hope this helps