Why isn't multiplayer in Minecraft for PS3 working?

I recently bought my friend Minecraft on the PS3 so we could play together, but for whatever reason it isn't working. Originally it was because when we played at my place, we didn't have a HD TV, but at his place, he has one, but the option for two player still does not come up. We're using the standard red, white and yellow cables to connect the PS3 to the TV. From other things I've read we shouldn't need an HDMI Cable since the TV's HD, or is that incorrect or are we doing something wrong entirely?