Ok bear with me this will make sense once ive explained it all, VGA isn't the name of the connector or the signal type its the name of the video card standard (Video Graphics Array) that replaced EGA in the early 90's. Also RGB is not a connector type it is a signal type, usually outputted via 3x component connectors (one red, one blue, one green). The relevance of all this is that PC graphics cards with a 15pin D-Sub connector (often wrongly called a VGA connector) for connecting to a monitor actually output an analogue RGB signal from this connector.
The problem is your Monitor is designed to receive a RGB signal of a certain Khz frequency and the Jamma will be outputting RGB at a different frequency which could damage your monitor if it cannot take it, so you will need a device such as an XRGB-3 (Google it) to convert the signal to the correct Khz (the box also does many more wondrous things)
DO NOT simply get a cable that will allow you to plug the Jamma into the monitor as the frequency mismatch could damage one or both of them unless the monitor can take it (not many are designed too)