New Mac Mini & Dell E198WFP Monitor.... Help!

I'm buying a new mac mini this week and I see that the it comes with a Mini-DVI to DVI Adapter. Will this adapter work with my Dell E198WFP? I currently use the blue VGA cable... but next to where that plugs into the monitor there's a DVI connector. I have no cable for that, just the VGA. Is there a DVI to mini-DVI cable? Not just an adapter but like, an actual cable? Will I be losing quality if I go VGA to mini-DVI? Here's specs on my monitor... the photos show the various connections.

http://accessories.us.dell.com/sna/productdetail.aspx?c=us&l=en&sku=320-5581

I guess I just need to know what I need... or if I need anything.

Thanks for any/all replies!

Bridgette