Connecting Monitor To Laptop Questions

So i had this monitor and connected my laptop to monitor using the blue VGA cable. They also gave me a few other tables that includes a dvi cable. However… is it possible that my laptop can only do VGA and cannot connect it another way? Because i can’t stick the gray dvi cable into my laptop… i dont see a slot like that.
My laptop is

Asus U45jc-a1
The monitor is

Hp Compaq LA2405x
Does that mean vga is the only way i can connect this monitor to my laptop? Someone mentioned about dvi to hdmi but can i even do this? Because im not 100 percent sure my HP monitor can do this?

http://www.computershopper.com/laptops/reviews/asus-u45jc-a1

So no, no DVI port, VGA and HDMI only.

Yes. You can send DVI to HDMI and you can send HDMI to DVI, with the same adaptor, it will work just fine, you don’t get audio when you do this… because DVI doesn’t have audio.

HDVI = DVI + digital audio ( well HDMI may exceed DVI specs, but it should be backward compatible.) ;

I got another thing i want to ask. I connected my laptop to monitor by VGA cable. I cannot do dvi b/c my laptop doesn’t have a dvi port so i would need to purchase an hdmi to dvi cable.
Do you there is a possibility that my monitor keep going to sleep… could it be because im using a VGA and not DVI? Because if this could be a possibility, then i would buy the hdmi to dvi cable. But if there is no way that could be the reason, i probably would stick to vga or return the monitor.

The cable probably came standard with the monitor.