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.
NOTE I WAS INCORRECT BELOW - IT'S PIN 12 THAT I PULLED TO ELIMINATE EDID
Pin 9 is EDID and basically allows the monitor to provide information to the PC about what modes it supports. Sometimes you can have odd driver or compatibility problems and pulling pin 9 can help.
For example one of my older HTPCs produced a black screen when booting into Windows 7 with the proper video driver installed and connected to an older Panasonic plasma I have. Didn't matter what resolution and/or frequency I had it set to. Pulling pin 9 fixed the issue, but since there is now no EDID I need to be careful setting resolutions because the PC no longer know which resolutions the TV supports.