VGA to HDMI cable not working.

Hi forums.

Just recently I bought a Acer K242HQL LED Monitor.

I could not connect it to my laptop because my laptop only has an HDMI port.

So I bought a VGA to HDMI cable on amazon. (Link :  http://www.amazon.ca/dp/B008FWY3PS/ref=pe_386430_30332290_TE_3p_dp_i1

Today I try to connect the Acer screen to my laptop. ( Laptop Model: Inspiron 5737 )

The Acer screen turns on, displays the home screen, then it skips to a screen where it just displays Cable not connected.

The VGA cable is fully plugged in, so that shouldn't be the problem.

The HDMI cable fits perfectly into the HDMI port on my laptop.

I went to my desktop, right-clicked, selected "Personalize" clicked "Detect" and my laptop did not detect a new screen!

I am not sure what the problem is here. My laptop used to work with my old monitor which actually had an HDMI port so I just used an HDMI to HDMI cable.

But now that I have my new monitor the VGA to HDMI cable doesn't seem to be working.. Or at least I think the cable isn't working... 

I am completely lost with this whole thing, I am not sure what seems to the problem here...

If someone could please help, that would be amazing!

Thanks!

Here are my laptop specs :

Model : Inspiron 5737

Processor: Intel(R) Core(TM) i5-4200U CPU @ 1.60GHz  2.30 GHz

Installed memory (RAM): 8.00 GB (7.89 GB Usable)

System type : 64-bit operating system