if you only have 1 graphics card, you will not be able to have a dual screen.
There is a cheap alternative cable adapter from the below link which should work:
http://electronics.dell.com/startech_com-video-adapter-a0730796?dgc=SS&cid=39715&lid=1003762If you have already 2 graphics cards, it should work and is probably just a resolution / drivers problem.
Please note you may need to install the drivers for the video adapter from startech.com
Thanks