http://www.ldlc-pro.com/fiche/PB00034665.html or similar; price < $10. It's usually provided with new laptops anyway, I didn't even have to buy one.
Such adapters really work (tested yesterday), but of course you need a dual-DVI-D cable. And a female HDMI to female HDMI adapter.
If like me you can't get a higher res that 1080p, this is most likely due to the HDMI component of the motherboard; but there is a neat workaround for this : simply go in the drivers settings, and create a new custom resolution.
At least NVIDIA has such an option; I don't know about AMD. It will display a "we take no responsability for this !" warning, btw.
Some users report that using 60Hz work fine at first, but crashes at restart. Use 35Hz instead.
For information, I have a Dell laptop with NVIDIA Optimus ( GTX 525M and Intel GMA 3000 at the same time ) and a Dell U3011 monitor. This solution works at 2560x1600 @ 35Hz
The follwing is an edit by user joevt. I'm not sure I agree with it.
Note that the adapters listed are single link only even though they may say dual link DVI. 2560x1600 @ 35Hz works because it's slow enough for single link DVI (pixel clock is less than 165 MHz). Anything faster for DVI such as 2560x1600 @ 60Hz requires dual link DVI which these HDMI adapters do not support. HDMI is single link but allows for pixel clocks up to 340 MHz (HDMI 1.3 or greater). To convert dual link (e.g. 2 pixels @ 134 MHz) to single link (e.g. 1 pixel @ 268 MHz) requires additional circuitry in the adapter.