A monitor cable is a very standard piece of equipment and every one of them I've ever had has been made to screw into place so they don't just fall out (usually there are little twisty things built into the plug end that screw into the jack rather than actual separate screws). Either way, you shouldn't need to go through Dell to get a replacement if yours is defective.

D.A. was a bit of a let-down, though if I'd read it in a magazine, I would have felt differently (a very cute short story; meh for a standalone hardback).