This question gets asked so many times and I always end up replying.
Basically, if you want to get the same quality picture as you'd get on a TV, forget it, unless u want to pay £200 + for a good quality VGA box capable of upscaling to the monitors native res. Of course, if you have a small monitor with a max resolution of 1024x768 then a cheapo VGA box will work ok, but the quality will be poor and nothing like as good as on the TV because the box won't be capable of upscaling very well.
Playing through your Video card using a program like Dscaler is possible, but again, the quaility is terrible.
If you are mad enough to want to pay £200+ for an upscaling VGA box I can point you in the direction of some.