Mac mini - Mini-DVI to DVI to VGA?

My Mac mini just arrived today, and I'm rather chomping at the bit to get working with it (it's my first Mac). First, some background - I'm currently at work and am attempting to hook it up to a VGA monitor. Since I wasn't planning on really using it with a VGA monitor at home, I didn't bother buying a Mini-DVI to VGA adapter - instead I was planning on using an existing DVI to VGA adapter I had from one of my previous graphic card purchases. However, once I saw that the Mac mini comes with a Mini-DVI to DVI-D adapter (was expecting DVI-I) I went out and picked up a Mini-DVI to DVI-I adapter at lunch (made by Dynex), since that would suffice both at home and work.

However, now that I'm back in the office it's not working - the monitor, a Compaq 7550 CRT, can tell that something is plugged in as I'm not getting a "no signal" error, but I don't get anything on the screen. I'm currently doing Mac Mini > Mini-DVI > DVI-D > VGA, with the VGA going into the monitor. I hear the Mac boot but nothing ever appears on screen. Is this simply a case of one too many connectors? In hindsight I probably should have just gotten the Mini-DVI to VGA cable (I didn't since I wasn't sure how much I'd bring the mini into work), but I didn't see a reason that this wouldn't work.

Any feedback is appreciated.