Okay, so I just got a VGA AV HD Cable and I need help connecting it. My monitor doesn't have a VGA Port at the back. The only VGA Port I have is on my laptop and you can't just use the monitor and not the computer on a laptop (From what I know of). How do I figure it out?

If you don't have a VGA port then you'll need an adapter and I've heard that you can connect your console to your laptop.

What do you have on your monitor? A built-in cable? Or one of these:

It looks roughly like that.

That's a power cable/port. What else do you have on the back?

Your laptop probably has VGA out, not in.
Most only have out, but don't hold me to that.
And some use S-Video out instead of VGA, and some newer ones use HDMI.

But I'm very surprised you don't have VGA on your monitor.
You probably have DVI, which is pictured above in Ren of Heavens post.

If this is the case, you'll need a VGA to DVI adapter, which you can probably find easily at Radioshack.