Q: Steps to connecting an external display?

I have a macbook air 11" (2010), a mini display port to VGA adapter and a Dell monitor with VGA connection.  Turned computer off and connected the adapter to cable to monitor.  When restarting the computer the external display is on and set for VGA but the screen is blank.  In preferences (display) nothing shows for the second monitor and only two tabs are available for display and color for the computer screen.  Do I need to use function keys to switch to a dual monitor mode?