Your DVD could have up to four different video connection on it, three of which have separate audio and video wires. Since you are getting sound then you need to check the video connection. If you are using composite video (single yellow RCA), S-video (a single SVideo connection) or component video (3 RCA) then try a different cable and check that you have the correct input on the TV that corresponds to the audio jacks that do work.
If you have HDMI then the video and audio are in the one cable. Make sure that the DVD is set to put out via HDMI (connect it temporarily with a composite video and see if you get a picture).