I went out and spent $40 on the one at the Apple store and discovered Monoprice later. The same adapter was under $10. Its not as well built, but it gets the job done.
yeah, you just have to make sure to go to your System Preferences -> Sound and set the Output to HDMI first. I'm not sure if there's a faster way or a keyboard shortcut or anything, but it takes like 3 seconds.