At some point you will get a new computer or new monitor and they wont match your old computer or old monitor. You will need some sort of DVI adapter to make the video work properly. There are a 3 types of DVI connectors; DVI-I , DVI-D, and DVI-A.
DVI stands for Digital Video Interface. It is one of the newer display types. It looks like it will be replaced by HDMI, but the transition seems to be going slower than expected.
DVI-D is used to connect a digital source to a digital display. DVI-A is used to connect a digital source to an analog display. DVI-I is an integrated interface that can be used in either digital or analog systems.
If you need a quick guide to help you find a conversion, this website has a great one. They will help you get the right cable or adapter for your video needs.
If you can figure it out just by looking, here is a good image for you!