You need a monitor with a Display Port input (NOT HDMI) and a Mini-DisplayPort (i.e. Thunderbolt) to DisplayPort cable or convertor. HDMI to DisplayPort or Thunderbolt to HDMI will not work.

These parts DO work:

A DisplayPort cable connected to a Thunderbolt to DisplayPort convertor. This convertor has 3 output (HDMI, DisplayPort and DVI), which is very handy.