there are multiple versions of DVI. 5 to be exact.
the old one you had was a DVI-I which was both analog and digital in nature.
the new one you have is DVD-D whch is ONLY digital. which means your monitor can't get the analog VGA signal it needs from the output. the way to fix it is to get an "active" DVI-D to VGA adapter. an active one will convert the digital signal to an analog one your monitor can use. they are not as cheap as passive adapters but not very expensive either. here is one i have used multiple times in the past and it works fine...