I've got a Hercules GeForce 2 GTS, they may have changed their cabling arrangement for the GeForce 3's but I doubt it.
On mine, the socket on the board is an s-video (or S-VHS) output. Like Crashman says that's 4 pins and a small plastic block in a circular arrangement. Just get an s-video cable and plug it directly into an s-video input on your TV.
The small cable that came with the card is an s-video to composite converter. If your TV doesn't have an s-video input, connect this to the card and then get a composite cable to go between the converter end and the TV composite input.