The problem is that the new generation iPods don't send video without a new generation dock. They will work just fine for audio and syncing but for video out you'll need the original Apple dock or cable. The reason is because Apple added an authentication chip in their docks.

The previous link posted by cjheck only works for old(er) iPods as the Classic, iPhone, Nano (new nano) and Touch no longer send video over the headphone jack.

Even with that video cable posted above you can ONLY get video out on a dock with authentication...