Here's a trick that sometimes work on PCs.
Although it's not often there are issues with connecting a monitor to a PC, but it has happened to me a couple of times (I work with IT). Mostly on laptops when hooking up to a projector.
So the trick is:
Remove pin nr 9 on the cable, if it's present. I just bend it back and forth a couple of times and then it brakes off.
I've noticed that quite often pin nr 9 is not even present on vga cables supplied with monitors.
So you could also check if you have another VGA cable without pin nr 9 present.
NOTE: I wouldn't recommend removing the pin if the cable is permanently attacked to the monitor, in case you want to return the monitor.