How to work DVD Player on CPU Monitor?

I purchased a monitor,dvi hdmi cable convertor, and ordered a cable box from my company.
The channels and everything works great, but I'm not sure how I can use my dvd player? I have time warner cable. I just press "tv" on the remote, then press "video source", but the monitor doesn't go into "video source" mode to view the dvd.

What can I do? Do I need to purchase extra cables?
Any help is greatly appreciated.
Thanks!