Component doesn't work?

I was going to switch to component since I sometimes lose sound with hdmi.  I plug in the component cable, the red/white AV cable, change video setting from hdmi to component (although when I “back” out from resetting, it still shows that it’s hdmi???), change TV to the appropriate video input channel at which point I have
picture/sound from WD, but then when I unplug the hdmi cable, the picture/sound goes away and screen just goes blank.  I’ve tried turning everything off and back own, factory reset, paper-clip-in-the-side-hole reset, all to no avail.  With hdmi, component, and composite all plugged in, I get picture and sound, but unplug hdmi … zip.  Obviously I’m doing something wrong.  I mean, folks with TVs without hdmi use component/composite so it must possible.  Could someone take pity on the technology challenged and tell me how to get this to work without hdmi cable connected? 

Try setting up the component using the composite video output. Make sure you set the component to a resolution your TV can handle.

Thanks for the advice.  I’ll give that a try.

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Did configuring via composite solve the issue? I get a message from my TV stating “mode not supported” when i try to use component. HDMI works, but if I change the setting to component, it just resets itself to HDMI. I will try this when I get home, but was wondering in the mean time if you were able to resolve this issue.