I just bought a cheap Sony DVP-NS57P and connected it to my tv. Red and white audio out to red and white audio in and yellow video out to yellow video in, of course. But whenever I connect the red audio, I get a hum. I thought it might be the player, so I exchanged it, but I have the same problem.
Because it doesn’t know the words? 
Seriously, this is usually a “ground loop” issue. Make sure that all your audio gear is grounded at only one point, and also that it is all powered off of the same outlet. Ground loops can be extremely hard to eliminate.
I will look into that. Why would I have this problem with my new DVD player, but not my old one? I set it up exactly the same.
The new player may have a cheesy power supply, which is leaking a small amount of current into ground. You might try a special “hum-buster” RCA plug, which has a long center pin, so the cable ground doesn’t make contact. I don’t know where they are available these days. More than you ever wanted to know about curing ground loops