Rampy,
How exactly I should get VGA input?
Does't it have to be VGA output and RGB input
?
Thats not the way you do it I believe.
and yes.....sorry......move this to monitor section if any admins get some time.thanks
Well you wouldn't connect a male connector to a male connector wouldya? ( unless you swing that way, snaaake

)
You stated your goal as displaying windows on an arcade monitor.
An Arcade monitor is RGB ( i believe... ymmv)... your computer most likely outputs VGA (at least in general for this exercise).
Now you want to place something in between your computer to interface with an arcade monitor...
so... PC vid card VGA OUT -> scan converter VGA IN *Scan converter magic* Scan Converter RGB OUT ->Arcade Monitor RGB (and whatever hsync, vsync, power or other fangled arcade monitor connections that you should probably understand before wiring this up, eh?) Arcade monitor then (if you're lucky) emits flashing lights in the form of MAME/etc goodness....
Again, I might be wrong... I'm no monitor guru ... I'm just applying very basic common sense...
*Shrug* good luck man...
rampy