dvi provides a better signal and improved image quality since it's digital. Your video card just has to support it and you'll need a DVI cable. If your monitor didn't come with one you can buy one from Newegg for about $15 (male-to-male).
hmm sorry to be the one asking questions aswell and not answering them but...
say I have a DVI Supporting video card, and my monitor supports only VGA, so if I use a convertor from the DVI to VGA, will it improve the image quality by any thing?
Nope. A video signal is only as good as it's weakest component. It would lose it's quality as it would have to be converted to analog again to be sent through your VGA port on your monitor.