Spaded..
To answer your question no controller like the one you pictured will run lights from your computer.
However I just found something funny.
Ok.. after I re read your orginal post.
"I've just recently bought my DMX Controller"
American DJ has a software controller called MY DMX
This is a program that you hook into your computer so you can run your lights from there.
This is what I thought you were talking about.
Elation also has a software version called COMPU LIVE
So all along this is what you need to buy, you just ordered the wrong item.
Best regards,