I have a laptop (MSI GE60) with FullHD screen and I want to connect this with a QHD monitor (2560x1440), but when I connect by HDMI I have FullHD as max possible resolution. I don't know how to set the UHD resolution. OS Windows 8.1. Any ideas?
That's the maximum resolution that machine can output over HDMI.
This could be the HDMI cable. You'll need at least a High Speed HDMI cable to support this resolution. Standard speed cables only support resolutions up to 1080p.
A lot of monitors using HDMI 1.x have the resolution limited to FHD when receiving the image data through their HDMI port.
A workaround for this problem is using displayport (if the laptop has it) or an HDMI-to-DVI cable where you connect the DVI-part to the monitor. But make sure you use a Dual Link cable for this (DVI: 24 + 1 pins), because a Single Link (DVI: 18 + 1 pins) is limited to 1920x1200 which is again lower than the native resolution of your monitor.