If you have VGA on your PC and HDMI on your display, you need something that can do VGA to HDMI conversion, which is a somewhat uncommon piece of equipment. Are you sure you did not accidentally get a HDMI to VGA converter instead? Those are far more common, have the same set of ports but do exactly the opposite of what you need.
Active adpaters only work one way so you don't want hdmi to vga, you want vga to hdmi. I'd look for it saying active but these usb powered ones are going to be active or else wouldn't need the power. http://www.newegg.com/Product/Product.aspx?Item=9SIA1ZZ1JA7409