No. Just because you TV is HD, you can connect any DVD player (assuming your TV has all the usual inputs [Scart, RGB etc])
The fact that you are not recieving any picture from your player to your TV either indicates that the wiring between the player and TV is wrong, however, as you say that you have the connections correct, the only other option I can see is that you are not turning the TV to the correct AV input from the DVD player source. Try flicking between AV channels on your TV whilst the DVD is playing to find which channel your dvd player is using. Depending on which TV you have, the AV channels might be named after the input being used.
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