Jason...
Component video is made up of 3 wires - they are all 75ohm cables and typically have RCA ends on them. The RCA ends are typically colored red, green, and blue.
Connect all three RCA ends to your projector, and all three of the other ends to your DVD player directly.
Turn on your projector and press the COMPONENT VIDEO button. This is the third button up from the bottom of the remote, in the center that says "CMPNT"
Now, you should see an image on screen.
If NOT - please respond to us with the make a model of your DVD player. There is a chance you have an upconverting DVD player that is set to HDMI output 'ON' which typically disables the component video output.
So - remember these terms:
Component video is three 75ohm cables with (typically) RCA ends.
S-Video is actually two 75ohm cables with (typically) a round s-video end
Composite video is one 75ohm cable with (typically) RCA ends.
YOUR REMOTE: