|Another thing, if the DVI/VGA adapter did not come with the graphics card, it may not support VGA through the DVI so the adapter will not work.|
As OtheHill says, you power supply might not have enough power for your graphics card. Post the make and model number of your graphics card AND the make, model, total wattage, and the amperage on the 12volt rail(s) for your power supply. This will also help us narrow down the problem.
You have to be a little bit crazy to keep you from going insane.