Nothing explodes.
Display likely has select source button or option which can be used to choose which input the monitor is showing.
Computer will most likely see the display twice, once for both inputs out of which only one display is actually usable at once (giving no benefit at all, really, unless you want to compare dvi/vga/other input display quality a lot)
So your computer will see:
Vga monitor (both of same type)
DVI monitor (both of same type)
out of which only one is "on" or "detected" depending on which input is selected to be used on monitor end.