Assuming you have a d-sub connection, just grab a component video to VGA converter, they can be fairly cheap and you can get them in places like PC World in the 'real world' or half the price online.
If you want component to DVI, you're looking at spending a fair bit more and a rather large amount on top of that for a good one
Sorry, I perhaps didn't make myself as clear as I could have, you didn't say if your monitor was vga or dvi, so, just incase you're not sure which one it is,
is what it says on the tin
(ps. sorry if you knew that already :p)