Yeah the VGA option is proabably your best option at this stage. But only get the official Xbox microsoft VGA cable as the others are inferior and have had reported problems.
If you find you can only get a DVI connection go to :
http://www.gottohav.co.uk/
I got my DVI from them and it works a treat on my older generation HD LCD. They can answer any questions you might have if you give them the model of your TV and tell them what you want to do.