DVI out of video cards is video only. So when you use a DVI -> HDMI converter you only get Video, and not audio.
To get Video & Audio out across a HDMI cable, you must get a video card that has a NATIVE* HDMI output.
*native means inbuilt to the back of your video card.
Please return that overpriced Monster cable for a complete refund, DVI to HDMI adapters can be found in most computer stores for about $5-10, and that's in Oz which is always more than 2-3x the price of the USA. Most video cards come with a DVI to HDMI adapter in the box, if it doesn't have native HDMI.
If you insist on using your existing video card (because it's a high End/expensive one) then most motherboards/sound cards have optical of SPDIF out, and you'll need one of those cables to get the sound to your TV/receiver - about $5-10 US ($20au).
If your TV won't allow you to use HDMI + Optical/SPDIF, you can always use a DVI to RGB (DSUB15) converter with the optical/SPDIF (again $5-10US)
Failing that, use a DVI to RGB (DSUB15) connector and run a 3.5mm male/male lead and you'll get sound, but only stereo (which is fine if you're only using the TV stereo speakers anyway).
In all cases where you are NOT using a NATIVE HDMI port on the back, you will need to ensure that the program has the correct AUDIO output selected.
And if you're using a native HDMI port, you'll need to tell the programs to send the Audio to your HDMI card anyway, otherwise it defaults to the main computer speaker output.