Huh? Audio goes over some DVI... I just have yet to see a cable with the extra pins to support audio... my monitor has built in speakers, and the DVI cable that came with it doesn't have audio pins, so I've gotta go analog and attach the stupid green cable to another hole on my monitor... quite stupid if you ask me.
I like computer monitors and speakers, since they're waaay cheaper than TV speakers. I think an equivalent to the $50 X-540's would set you back around $200 if they were made for TV's. Also, when you buy a TV, you're basically paying for a computer monitor with different interfaces and a built in TV tuner and speakers, so I just buy big 30" monitors
One thing to remember about TV's VS monitors if that most TV's have a filtering system for Interlaced and lower resolution video. That difference is actually quite big when displaying many different sources.
As said, just use the DVI-HDMI adapter. Not all video cards have audio or there own sound card, some (Nvidia) cards need you to run a cable from your sound card to video card to get audio. In a worst case, just use the audio cable and DVI-HDMI adapter.
If VGA (D-sub) works fine for you, do not worry about it.
ATI includes an adapter that turns DVI to HDMI with audio. So, somewhere in there they send audio as well(into a DVI connector). Nvidia does the same, just they get sound from your systems sound card with a cable from the SPDIF(digital) out(this cable is internal).
DVI connectors also carry analog video as well, just on pins not used by the digital system, Maybe they used extra unused pins for audio as its only 2 pins anyway.
That said, unless the device has the ability to pic up this audio it will not be played. Once converted to HDMI(by way of a DVI-HDMI adapter) it should work on all devices.