So just to check, you have a DVI to DVI cable. You have a GPU with a DVI connector and you have a monitor with a DVI cable. Yet you used the VGA "just because"? Try using DVI on the monitor and report back.
What is confusing me is that you keep using the term adapter. To be a clear as possible what I'm reading (ignoring the adapter word) is that you have the monitor<-VGA to DVI cable->GPU. Is this correct? If so that shouldn't be a problem. From the way you explained it before you were using a DVI to DVI cable with a DVI to VGA adapter, which can cause issues.
Check that the GPU is pushed all the way in to it's PCIe lane. Does the fan spin up?