THEA500 generates a compressed HDMI signal and is intended to be used with a 720p HD television. Some monitors are compatible if they have an HDMI connector, or sometimes through an HDMI-to-DVI converter, but note that the DVI standard does not support audio, so even if you see a picture you will hear no sound.
It may be possible to use an active HDMI converter that is capable of feeding audio separately, but this is done at the users own risk.