That adapter should be working. It is sold as an ACTIVE adapter, and if it is still working, you should still have a picture... unless something else has gone wrong.
Be skeptical when you seen the "no input signal" message. It should say no useable signal (because the resolution is set too low or too high).
HDMI is a re-wire of DVI, no adaptation required. You can even get a DVI-to-HDMI cable.
VGA is an Analog signal, and will not give you results that are as good as any of the others, which are all Digital.
Sometimes Users display get set to Mirror by accident. This can force the resolution to change on one or more displays, and can sometimes cause the "no input signal" message to pop up.
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