If you are not getting options to mirror or span, it appears that OS X is not recognizing your projector at all. What is odd is that, if that is the case, I wouldn't think it would be sending a video signal out over the VGA adapter, and so the projector should not have any signal to show.
You might try a different VGA adapter, to see if that might be the problem, and try a different cable between the adapter and the projector.