AV cable and psp slim & lite?

I bought a psp slim and lite, and an AV cable for it. The main purpose that I bought the cable for, was to play games on my TV. But when I read the packaging, it said that it was to, "Enjoy photos, videos, and music on your TV". But when I read the backside of the packaging, it read "This product cannot be used to display images from games on a TV screen." Does that mean that I will not be able to play my games on the TV? If so, what cable would I buy that would be capable of doing that?