As you have discovered, your supplier was mistaken. They should not have told you that Cisco branded DACs would work with your ProCurve 6600 and 5406 switches.
While it is called a "Direct Attach Cable" (DAC) is is really a cable hardwired to two transceivers. It isn't simply a cable, although many people seem to think of it that way - like a funny RJ45 cable. I don't think the IEEE fully appreciated what they wrought there. Perhaps they should have called it Direct Attach Transceivers.
Just as with optical or CX4 transceivers, there are IDs, and various kit can and does check the IDs on the transceivers and make decisions. The firmware in the ProCurve 6600 and 5406 switches checks the IDs and will only accept those IDs it has been coded to "know" are both work and are supported.