You can only do what you want to do with the new PSP (the PSP 2000/lite) which has 'TV out'. With the new PSP you can put whatever is on the PSP screen onto a TV using a wire.

The new PSP launches in september in the USA in three different colours.
Personally I would want to get the limited edition Final Fantasy PSP which comes out in Japan when Crisis core comes out, if I didn't already have a PSP.