Wait - does the turntable work okay with the stereo on its own?
Because an Aux/Video jack is a line-level input.
Phono signal is absolutely miniscule by comparison (it's merely the electrical vibration directly caused by the microscopic movement of a magnet/spool driven by the needle in the groove). In addition, it is drastically equalized to reduce the bass (according to a standard setting known as the RIAA curve), because full bass level would make the grooves on a record *extremely* "wobbly", which would a) immediately throw off any needle, and b) dramatically reduce the length of music that can be fit on an LP.
You need a phono pre-amp to boost the signal to line level and to neutralize the EQ according to the RIAA standard. If you have a compact system, and it only includes one external input labelled "Video/Aux/Phono" it is EXTREMELY unlikely that the system will have a phono pre-amp installed.
If you indeed get normal sound out of the turntable via your stereo, ignore the above.