gun games work fine with the vga monitor, i heard naki vga boxes stink, i have a dragoncast one and its great, there is a brand with a vga pass thru though that is sweet as well.
just use utopia 1.2 it loads but it has no pic o nthe screen, you just put it in, turn on the dc, the swirtl screen comes up, then it goes black, now you can open the lid (dotn poweer off) and swap cds, after a few seconds of loading he image will pop up on the screen. there ar a lot of games that dont work with vga though fyi, some you need to start the dc with the vga cble switched to TV, and you switch it to VGA when the little DC intro tone ends, but there are a few (capcom games especially) that dont work no matter what.
it is fun, im finally finishing my DC cab this week, getting the 25" svid tv this weekend! whoooo