I have to ask the obvious question, on your laptop... are you pressing the Fn-key combination that switched the video output from your laptop screen out your VGA port? Many people forget or don't even realize this step.
On my HP laptop, the key combo that does this is Fn-F4. The Fn key is the oddly colored key that makes the matching "special" functions on your FKeys active.
Look at the colored (blue or green typically) pictures on your FKeys and you should spot one with a monitor on it. Once found, hold down the Fn key and tap that FKey with the monitor on it.
There are three possible states the laptop display will toggle through this way:
- Laptop display only
- Laptop & VGA display simultaneously
- VGA display only