Windows 7 - RCA audio to audio adapter

My monitor has RCA audio male inputs and my PC has standart audio input. I want to connect the PC and the monitor in order to use the monitor's volume.

I have not done this before, so what I am doing maight be wrong.

So, I have look trought all "strange" cables that I have in my PC box and there was no cable that can connect the PC and the monitor. A quick resarch in the internet point me to RCA to audio adapter, in my case "male to two males":

Unfortunatelly, this is still not doing the trick. Can anyone advice what can I try?

I am using windows 7.

EDIT 1:

My audio card is build-in (Intel G-Series).
My monitor model is LG M2752D LG.

I am able to use the an second RCA female adapter with 2 colons. So, I gues the problem is the monitor.

EDIT 2:

In the monitor tenichinal specifications is said:

Audio is catered for by two 5-watt speakers. There's an audio
mini-jack for inputting audio from a PC connected via VGA or with a
DVI-to-HDMI cable. Plus, if you use the component connection, two RCA
ports are on hand for the audio signal.

Firstly, I have try to do this using the RCA ports. As I was able to get sound using the other RCA female adapter with sound colons directly to the PC, I am pretty sure the issue is not due to the computer.

After that, I get one DVI-to-HDMI cable. I was able to get picture (only have to change the resolution) but again no sound. So, I guess the DVI-to-HDMI is working, I just have to do something other to get the sound working too.