VGA connectors carry analog video signals for red, green and blue channels (RGB). Component RCA carries a similar but different signal (YPbPr). Some devices are capable of sending and receiving a YPbPr signal over VGA, but many others cannot. In the cases where it is feasible, you can easily make your own VGA to Component RCA cable using a Cat 5 cable.
Untwist and strip the orange, green and blue pairs from both ends of the category 5 cable.
Attach RCA plugs to each pair on one side. Connect a pair's solid conductor to the RCA center pole and the striped conductor to ground. The green pair will carry the Y signal, the orange pair will carry Pr, and the blue pair will carry Pb.
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Attach the other end to the VGA connector by soldering the conductors to the following pins:
Pin 1 – Orange Pin 2 – Green Pin 3 – Blue Pin 6 – Orange/White Pin 7 – Green/White Pin 8 – Blue/White