I hate to disagree with you H3X, but there is such a thing. There are different types, usually analog only, or analog to digtial converters, but there are 2 drawbacks to them:
1) a regular straight VGA to DVI cable will sill output an analog signal only. The only reason for these cables is for the sole purpose of monitors that have DVI only inputs. Again, though, the signal will still be analog. As such some monitors may not display a good image, or will require some serious tweaking to get the picture to look right. Also, you may have issues with display timings in non-native resolutions.
2) for analog to digital signals you need to buy (usually expensive) conversion boxes, and these usually start at $300 (I've purchased
THIS one from Gefen before, and it seems to be the best one out of the 5 or so I've tried). One huge issue with them is that most conversion boxes have a maximum resolution of 1280x1024 (this was one reason I picked up the Gefen box as it supports higher resolutions), so you really need to do your homework on these boxes before you get one.