There is sound when I use the A/V Output. Any one know why this would happen?

Not sure if you are saying you are getting video out, but no audio to accompany.

1. The yellow output is switchable between headphones out and A/V out, in the menu system. If you are trying to hear headphones, you need to go into menu and switch that function.

2. You need to be sure you are using the Camera's cable. Other cables will sometimes not be compatible.

3. You may not get audio out if you are using HDMI cable to monitor video. Check your book for that.

The Component output signal is video only. You need to use the audio output from the A/V lead alongside it to get the accompanying audio.

This is covered on pages 65 and 66 of the PAL version manual for the HV30, in a section headed "Connecting to a TV or VCR". I am sure your HV20 manual will have the same section in its manual.