Sorry to say it but that's what you'll need to do.
Your graphics adapter has to be manually switched to TV, upon doing so, it asks whether you'd like to accept the change, if not it reverts back to the computer display.
My laptop has S-Video output, this may be the difference in the last two OK stpes. Mine just switches once changed and doesn't look for confirmation.
You MAY find that this is lessened by checking the APPLY CHANGES WITHOUT RESTARTING checkbox, but I would highly doubt it.
I think my case is a little simpler perhaps due to build date or the software/graphics adapter used. I have seen others similar to your that need to accept the changes (your OK boxes).
So there's the answer, no shortcut, your system is the same as many and will need confirmation when changing to TV output, this eliminates problems with a display being changed and not reverting back on reboot. I've had similar situations where a PC goes into blank screen never land when rebooted as the adapter doesn't refresh. Hooking it back up to the TV didn't resolve, the display was in limbo and took a while to get restored. This is just a way of the computer CONTROLLING the output frequency and being able to restore you monitor/LCD on reboot.
The fact that PC's can do this at all nowdays is amazing, we can't expact ALL the work to be taken away from the user.......YET.