The problem could also be your monitor. Does it work with other cards? You could also have a problem with your adapter. VGA is a really old technology and if that's all your monitor supports than I would suggest an upgrade. The problem could in fact be the adapter as well. If you have another in your house I would try it if you haven't already.
I could also explain the difference between VGA and DVI. DVI is the most versatile connector and has both analog and digital connections. When you hook up a DVI to VGA adapter like you have done, it runs off of the analog connectors on the DVI port. The thing is, there are a few DVI ports that don't have the analog capability. If the card came with the adapter it probably has the right kind of DVI (dual link). If not, it won't work with any VGA port.
Get a new monitor even if you can get this one to work.