Using a computer screen for ps3?

i have seen people on the internet using a computer screen as a display for ps3, i wanted to try this myself as my tv has effectively died :S, my pc screen has a vga input, so i bought a HDMi > VGA cable from amazon to see if that would work, i could have bought a HDMI>DVI cable but i would have had to buy a converter with it which just wasnt happening, it arrived today so i plugged it all in but nothing comes up on my computer screen, is there somthing i have done wrong, i have gone onto the ps3 and changed the output to HDMI but still nothing works, am i doing something wrong or is it just my computer screen, my screen is a Compaq wf 1907v, can someone please help me out i would highly appreciate it, thank you :D