It looks to me from your pic Alex that you have the Dual RCA audio cables rather than the AV cables.

If this is right they are fully balanced and it doesn't matter which way round the arrows go.
If on the other hand you do have the White AV cables then apprently according to AnthonyTD these are semi balanced (shield not connected at one end)
Ideally with semi balanced cables the end where the shield is attatched to the plug should go to source. If you read the other posts on these cables properly its been explained.