I guess this was an oversight by Sony providing AV Cables but not allowing movies to be played with them. Why not just the Video cable for pic viewing?? Who knows they are Sony after all.
That would require developers to have access to sonys APIs for software development and from what I understand from prevoius posts is that sony does not release that information at all so any custom apps would not be able to make use of hadware features such as the AV port on the cradle. In other words if sony did not or does not create it there will not be such an app.
As Long as your Pc has a TV out option yes you can. You will have to convert the files to a format that the program you will be viewing the files with can be read but it can be done