Next, check your monitor to see what kind of plug you have. If it is using the really old VGA format, new video cards will not work.
Yes, you have the adapter, but the resolution still might not look right, especially if you somehow got a VGA widescreen monitor trying to play a non wide screen game.
Cheap brands are cheap for a reason after all. They are made to barely work out of the box, and not intended for customization.