Which gaming console are you trying to hook up? Like the previous poster said, you'll need the Apple DVI to ADC Display Adapter, then a DVI to VGA adapter...
If you're hooking up an Xbox, I suggest this product:
http://www.x2vga.com/
And if you're wanting to hookup a gamecube, you can buy a modded HDTV cable that allows you to run all 480p games in VGA.
RCA to VGA looks kind of crappy usually.