There are different kinds of DVI.
There's DVI-D (which doesn't have the four square holes around the flat blade torwards the end). This connector does NOT pass analog video, only digital
There's DVI-I (which DOES have the four square holes around the flat blade torwards the end). This connector can pass analog, digital, or both.
There's DVI-A (which DOES have the four square holes around the flat blade torwards the end, but is also missing several of the regular pins). This connector will only pass analog, not digital, but will plug into a DVI-I port.
There's also two flavors of DVI-D and DVI-I (single link vs dual link). The plugs will physically interchange, but resolution capabilities of single vs dual will prevent some resolutions from working.
I'm going to guess your video card has DVI-D ports, and your cable is DVI-I, which would prevent the cable from connecting to the card. You need to get a DVI-D cable.