A reader recently bought a new Dell system that came with a 21.5-inch LCD monitor. Although the monitor includes VGA, DVI, and HDMI inputs, it included only a VGA cable--even though the setup instructions recommend a DVI or HDMI connection! He wants to know why, and whether he should bother buying a different cable.
I'm going to answer in reverse.
I would indeed recommend using a different cable to connect your monitor to your PC. However, there's no need to bother with HDMI unless you're planning to watch Blu-ray movies (assuming your PC has both an HDMI video output and a Blu-ray drive). Even then, DVI also supports the HDCP protocol necessary to view that kind of protected video content. HDMI is really best for connecting a PC to an HDTV.
I'd go with a DVI cable. That'll give you a pure digital signal (VGA is analog) and a much sharper picture at higher resolutions. Your Dell ST2210 has a native resolution of 1920 by 1080, which you should use. Don't worry, a DVI cable won't cost you a fortune. Sites like Meritline and Monoprice sell them for around $5 to $10, depending on length. (A six-footer should be adequate for most users.)