What you should know:
Modern graphics cards with DVI outputs have BOTH pins for DVI and VGA. This format is called DVI-I (Integrated). When you use a VGA "adapter" you are simply connecting to the VGA pins and none of the DVI digital ones. A DVI cable, on the other hand, does NOT connect to any of the VGA ones.
If your display input is VGA, you will need a VGA cable and the "adapter" (unless your card has a straight VGA connection).
If your screen has a DVI input you will need a DVI cable.
I'm not quite sure on what your issue is so I can't help further.