I have connected using DVI. The Dell only has DVI and VGA, no component. Dell has claimed the DVI to be HDCP compliant, which I believe to be true, otherwise I would still get a default picture and the SA3250 would advise that the monitor is not HDCP compliant. I have tried this on a IBM Thinkvision monitor, where it is not DVI HDCP compliant but I would still get an error message from the SA3250. The Dell is not accepting the signal at all, regardless if it is HDCP compliant or not.
Do you have the Dell monitor?