Sony PlayStationPortable Go Instruction Manual page 38

Outputting video from a game to a TV
You can output game video to a TV using a video output
cable* (sold separately). Select an appropriate video
output cable for the TV in use.
For details, refer to the online user's guide (
* Use a video output cable that is compatible with this model of
the PSP system. Video output cables designed for use with the
™
PSP-2000/3000 series systems are not compatible with this
model of the system.

Start the game
Step 4
page 7).