I really should've read the back of the thing before I bought it as it says HD to VGA. I've bought from this nearby shop before. And usually I would be told no refunds. I felt like I was very specific in that I needed to hook up my PC up to an HDTV. I guess I'll be there tomorow trying to explain they sold me the wrong part.
*Edit 1*
I got a refund after them trying to convince me that HD to VGA is the same as VGA to HD. They had to test it before they refunded me and it worked. I didn't see the test as it was in the back. So this all feels very weird because it somehow works for them, but not for me. And if it didn't work for them I wouldn't have gotten refunded.
*Edit 2*
I think I found what I was looking for on amazon.com from a 3rd party seller. A 6 foot cable VGA to HDMI Adapter with audio from Foinnex. Plus 2 Year Protection.
....
I would've copy & pasted the URL, but the Steam Machine browser doesn't have that ability.