Need some PC Techs help!

I've been piecing my own computer together after spending a load of well earnt money on everything that was needed. w00t

I got everything working eventually, or well, almost.

There seems to be some problem with the video input.
Because when I connect the cable from the screen to the computer, the screen lights up only to display the message No Video Input. When I take out the cable it tells me that I need to Check The Signal Cable. So the screen recognize the signal coming through, only thata there's nothing on display :(

I've only got a VGA LCD screen, and the video card (Radeon HD 6900) only has a DVI-I and a DVI-D socket. I own a VGA/DVI-A adapter which I've put in the DVI-I socket and after that I've connected the VGA cable. Does it matter if it's DVI-I or DVI-A? I haven't found a proper answer.

Or could something else be wrong?

If you have any knowledge in the matter and can help me find out what's wrong, you'd make me a happy gamer (:

Thanks in advance.