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?