Seems silly to ask but... Are you unpluging the composite before you plug in the s-video? They can't be both connected at the same time.
Other than that have you tried a different device thru s-video to make sure it's not the jack itself?
I'll agree with another poster that the vga box is the best way to go. Not all games are compatible with it, however.
What to do if you find yourself stuck with no hope of rescue:
Consider yourself lucky that life has been good to you so far. Alternatively, if life hasn't been good to you so far, which given your present circumstances seems to be more likely, consider yourself lucky that it won't be troubling you much longer...
-- Excerpt from the Hitchhiker's Guide to the Galaxy.