I've been trying to connect my new (on sale) Blu-ray player with a HDMI output to my old CRT TV. The TV I have is a Sanyo HT3246. The Blu-ray player I bought was Sony BDP-BX510.
My TV has a digital input shown below (from the manual).
Most TV's just have 3 inputs, 2 audio (red and white) and 1 video (yellow). If this is the case, you'll have to buy a not-cheap "scan converter" (or buy a new TV with HDMI and/or Pr/Pb/Y digital connections). (My TV doesn't need a converter since it has an internal converter via the Pr/Pb/Y connections.)
If you have a mid technology TV (CRT) like I do, you should have three inputs for video (Pr/Pb/Y respectively Red/Blue/Green; see figure above) and the same two audio inputs (R/L).
You'll need a HDMI to Five RCA Audio/Video cable (like here) to connect the HDMI to the 5 component jacks (3 video/2 audio).
Lastly, make sure the ratings for the HDMI cable, TV specs, and Blu-ray outputs are compatible. My TV uses 480i, the Blu-ray outputs have that rating listed (here at page 4), and the cable I bought also has the rating (above).
Hope this helps.