How to play videos stored in iTunes playlist on iPhone4 to play in car stereio( Sony XAV-622)?
According to the Features tab of the product page on the Sony website, you need to buy a Sony adapter cable, model RC-202IPV. It is not included with the stereo, it's a separate purchase.

Judging from the Specifications tab of the product page on the Sony website and from pictures of the adapter cable, it looks like you just plug the RCA end of this adapter cable into the stereo's AUX A/V input and plug the USB end into the USB port of the stereo (the USB supplies power to the iPod).

I don't own this and I haven't looked through the manual, but just from looking at the info I mentioned above, it seems obvious that you would then use the stereo to select the AUX A/V as the input source and then control everything from the iPhone.