Most modern video cards only support 1 analog out. VGA = analog. Double check your ports on the video card that it has four small holes next to the blade port on the video card. That will tell you it's analog and can support VGA. If there is only a blade port and no 4 small holes surrounding it, it does not support VGA, you cannot mash a DVI to VGA converter on it to swap it to analog (there is no analog clock on that port).
Check this web page out and see how there are two different DVI connectors. Ones with 4 pins around the blade (VGA supported), and ones without 4 pins around the blade (no VGA).
http://computer.howstuffworks.com/monitor3.htm
Also, HDMI is digital ONLY, again there is no support for analog (VGA) on that port. You can buy adapters to go from HDMI to DVI to VGA, but it will not work. The first two are digital signals(HDMI and DVI), and the last is an analog signal (VGA). Those adapters only change the physical look of the port, they do not convert signal types. VGA is an older style of signal to monitors and is being phased out. Most video cards will only support 1 analog signal, and a few are already not supporting any VGA signalling.
With the computer saying there is no monitor connected, that would be my first guess.