If you're using Windows you have to 'attach' the dummy monitor in the properties tab, so that Windows will use it.
This is the dummy plug I'm using:
http://blog.zorinaq.com/?e=11Careful with DVI dummy plugs, if you short one of the resistors it can blow the video card itself. The VGA guys are far safer, at worst you're out just the adapter.
The 4 pins and earth 'cross' are the analogue output from the HDMI port. You are putting a resistor across the same pins, so it doesn't matter if you do it on a VGA plug or on the HDMI port. As long as there is a resistor across the R, G or B channel, Windows thinks you've got a monitor attached.