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Consider \\(X^{[n]}\\), the Hilbert scheme of \\(n\\) points on \\(X\\), and the tautological bundle \\(E^{[n]}\\) on it naturally associated to \\(E\\). In the present paper the author relates the cohomology of \\(X^{[n]}\\) with values in \\((E^{[n]})^{\\otimes 2}\\) with the cohomologies of \\(X\\) with values in \\(E^{\\otimes 2}\\), \\(E\\) and \\({\\mathcal O}_X\\).   This calculation is done using recent results on the McKay correspondence [\\textit{T. Bridgeland, A. King} and \\textit{M. Reid}, J. Am. Math. Soc. 14, No. 3, 535--554 (2001; Zbl 0966.14028)] adapted to the case of an isospectral Hilbert scheme in [\\textit{M. Haiman}, J. Am. Math. Soc. 14, No. 4, 941--1006 (2001; Zbl 1009.14001)], which give a Fourier-Mukai equivalence \\(\\Phi\\) between the derived category of the Hilbert scheme \\(X^{[n]}\\) and the \\(S_n\\)-equivariant derived category of \\(X^n\\). These results allow indeed to calculate the cohomologies of \\(X^{[n]}\\) with values in the tensor powers \\((E^{[n]})^{\\otimes k}\\) of the tautological bundle as the hypercohomologies of \\(S^n X\\) with values in the invariants \\(\\Phi((E^{[n]})^{\\otimes k})^{S_n}\\). 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