Can you test the adapter with another screen and/or test another cable?
Also test the other DVI port if you havn't already.
Are you getting nothing on the VGA screen even prior to windows loading? (should clone during bios and boot procedure). If you get a display during bootup, it should be working fine, you simply need to enable the secondary screen in windows(right-click desktop, goto screen resolution and the rest should be obvious from there).
P.S. If you're looking a suggestion on a multi-monitor app, check out Actual Multiple Monitors, does some really handy stuff like give you a taskbar per screen(each task is shown on it's respective screen). When you play games that have a fullscreen windowed(or just windowed) mode(Planetside 2 is one such game), you can manage tasks on the other screen without your game minimizing(and the tasks will be conveniently on that screen). It also duplicates the system tray and start menu, so you can manage them from the second screen to. Nope, it's not free, but certainly worth the cost if you intend to use multiple screens a lot. Ultramon is another to consider(still decent), but having used both i can say it won't come close the other app.