At the core of this is that HDMI and DVI systems are purely digital signals, whereas Composite Video, S-Video and both RGB and YPbPr Component Video systems are analog signals. Any conversion from digital to analog or the other way is a major job for an external box, and it is much better done in the original video card as it produces a particular signal system from its data.
If you're trying to get a Composite Video signal for the TV, look closely for S-Video Output from your video card. You can get very simple cheap adapters to convert an S-Video signal to Composite Video.
On the other hand, if you have Component Video inputs on the TV (either RGB or YPbPr), those have to come out of the video card. This Wiki article:http://en.wikipedia.org/wiki/Component_video
says that RGB in some form (there are three varieties) may already be in the VGA output connector if you have one. But then you need some adapter to get the signals on the right cables.