LCD Monitor won't work with Macbook Pro via VGA

I have connected a late 2011 17" Macbook Pro to the DVI socket of an external monitor using a Mini Display Port (Thunderbolt) to DVI-D (dual-link) cable and it works fine. I now wish to use another LCD monitor (different location) which only has a VGA socket (no DVI).

I have tried adding a small DVI to VGA adaptor to the same cable at the monitor end but it's not working. When I plug it in I get a brief 'No Signal' message.

I see there is a Mini Display Port to VGA (female) adaptor available for use with a VGA to VGA cable. Would this be any more successful, and if so, why?!

Thanks.