I'm having a similar problem, except I want to connect my GF4 Ti 4200 DVI output to my Panasonic PT-AE700 projector's HDMI input.
Before bying an expensive cable, I have tried to check if this should work. And as far as I can see, it seems as if your DVI must support HDCP (a copy protection), to be able to connect to a HDMI device. Futhermore, it seems as if the GeForce4 series doesn't support HDCP. At least I've read a document (http://www.dvhardware.net/article2470.html
) that claims that some of the news in NV40 (GeForce6 series) was support for HDTV and HDCP:
"The Inq reports that NVIDIA's NV40 will have some additional video capabilities. It looks like that all the NV4x cards will feature these options.
As for HDTV, Nvidia claims Transport stream handling, HDTV output (720p, 1080p, 480p CGMS) and HDCP - High-bandwidth Digital Content Protection as well as HDMI High-Definition Multimedia Interface support."
But I don't know how reliable this source is, so I'm still looking for some evidence that it should work!