You cannot connect HDMI to VGA. HDMI is digital whereas VGA is analog. The best option is to connect you computer using the HDMI port. The second best option is to connect it via the DVI-D or DVI-I (i.e. not DVI-A which is analog only, see Wikipedia/Google) using an adapter cable.
There are also adapters that can convert analog to digital but I cannot recommend them because either they are expensive or not doing a very good job or both.
So if your computer doesn't have HDMI, DVI-I or DVI-D output then you're better off getting a new GPU for it. If it is a laptop you could also get a USB based GPU although I wouldn't recommend it for reasons similar to the A/D converter option stated above.