Yes, you will need to hook up the s-video, or composite video (it will say monitor out).
As soon as you press the button for auto set-up (system set-up), it will send the signal to the screen.
Yes, it's that easy....
Just make sure your screen is set to aux(1,2).
(EDIT) Also, I just briefed through your manual - I had thought you may be able to do OSD with the HDMI.
But from all indications, it will require (monitor out hookup) s-video or composite.
As well, it is the same as my Pio.
Just hit the remote control button (setup) and will send the signal.
Hope that helps.. It is really easy actually..
Granted, you can do auto-setup without even using the OSD.
But it does make it easier (for fine tuning adjustments)