Progressive scan ouput

I have a Pioneer 37A DVD player and was wondering when I select progressive scan from the set up menu. It seems that the progressive output will only work from the component video out and not any other. Can or does progressive scan information work through composite or SVHS connections? thanks for any feedback on this.
Thank you for confirming my thoughts on what was correct for using the component output from my DV-37.
you guys may be right but i have a 9000 es sony, that i am useing s video into a dvdo line doubler, then in to a sony 1252 projector. when i switch to progressive it does look much better. why is that? i also have a dv09 pioneer elite. the 09 is right up their with the sony on video even on progressive.