Does it work directly to the set?
Maybe, unfortunately, because I don't think anyone is doing 1080p over component into the Anthem. It's not an accepted standard.
You may want to try a place (check here at AVSforum) or digitalconnections com for a place that takes returns. You will probably do better (cheaper) going VGA-> DVI with a DVI-HDMI dongle. If it's like computers, what I do is use a high bandwidth DVI switch AFTER the Anthem.