Yes, it will confuse the whole system. You do not ever connect two different types of cable, or two cables at all aside from one data cable and one power cable, to any one monitor. Ever.
Use the DVI-D from your GPU card to your monitor, provided your monitor HAS a DVI input on it, and put the VGA cable away. If you get a second monitor later, you can still connect to it through one of the other outputs on your graphics card. Even with three monitors running off your graphics card you will still be running each of them with a better solution than using your integrated APU graphics for ANY of them most likely.
If you are gaming at all, you will only want to game on ONE screen though if you connect multiple monitors to your graphics card.
So in summary, for now, so as not to confuse you, yes, one DVI cable only. Running from monitor to graphics card. Nothing connected to the motherboard output from the APU.