VGA is an analog signal, so for the monitor to generate the proper image, it needs to apply that signal to the proper number of vertical and horizontal scans per second. Unfortunately, not all monitors support all scan rates. You will get that message when you're trying to drive the monitor at a scan rate it's incapable of.
Are you sure you have the proper resolution for the monitor? Search online for the native resolution of that particular model Dell monitor. Then set your Windows resolution to that resolution.
If it still doesn't work after you're at the native resolution, you're going to have to try tweaking the refresh rate (which is the vertical scan rate)...