check that the adaptor does not have sckewed or bent pins, and that all the essential pins are there:http://en.wikipedia.org/wiki/VGA_connector
do the same for DVI:http://en.wikipedia.org/wiki/Digital_Visual_Interface
make sure to check on both sides of the connector. you maywell need a new connector and/or adaptor depending on which ones faulty. assuming ofcourse that you have already independandly ruled out a monitor fault.
but before u do any of this try to run windows in vga enabled mode (press f8 before boot), it may well be in a resulution not compatible by your monitor