The component to vga adaptors that Paul mentioned probably won't work for your situation. They are generally used for situations such as found in some older hdtv and digital projectors where the device will accept component input through a VGA (HD15) connector. You need to know explicitly that that's the case before you hook up using one of those adapters. I don't believe a standard VGA monitor input will support that.
Component video uses Y-Pr-Pb encoding while VGA uses RGB/HV, you'll need a transcoding converter to connect them. There are two types. The first is simply a transcoder and the resolution in is the resolution out. The other is a converter/scaler and can accept various resolutions in and you can select specific resolutions out. This is generally what you need for a VGA monitor.
I don't use such a device, so I can't recommend one. Here are some sample sites to help you begin looking (I only did a quick search to obtain samples -- I'm not suggesting that's what you should get).
http://www.ramelectronics.net/audio-video/video-converters/component-video-to-vga-rgb-hv/c10000-c11200-c11209.html?sorter=productname-en-asc or
http://www.estarland.com/product24083.htmlIf you can find a video capture card for your computer that accepts component video input, that would work too. I'm not aware of any though.
Good luck!