You mean like the iPod / iPhone AV Cable
On iOS 4 they blocked all cheapo $5 AV cables from working on iPhones and iPod Touches and it then Displays "This Accessory is not supported by your xxxxxx" as there $50 cables have an extra little chip in em
However For those who are Jailbroken (Like me) you can just download "Resupported 4" and it re-enables the compatibility again It costs like 2 or 3 bucks but lets face it saves you $40 ish