Yeah that would be correct, DVI does not have audio so it would make sense that outputting DVI into an HDMI input would not be giving audio.
But an HDMI output to HDMI input will indeed transmit digital audio.
Learn something new every day.
http://www.newegg.com/Product/Produc...cables&x=0&y=0
Newegg link. Just make sure it's the length you need and I would also make sure it has some good reviews, Newegg shoppers are generally pretty good at dong reviews.