I've been looking through the schematics that Jens posted (Thanks Jens). I didn't realise just how many different types of DVI connectors there are.
Here is a link to show the various types.
There is analog, digital and ones capable for both. For those who want to use a DVI to VGA adapter then you need to make sure that you buy an adapter/cable that is analog/digital capable. From what i seen the Analog has the 4 pins that surround the bladed pin on the DVI adapter, if you don't have those pins then i don't believe VGA output will work... If i am wrong, please correct me.
Its a little confusing with all the different variations