such adapters are rarely bi-drectional. check your documentation to make sure it goes FROM hdmi TO vga and not the other way around.
Also it's very common to have display compatibility issues when using adapters. (and sometimes even when not!) KVMs and other video-switching systems have similar problems. Turn OFF "auto detect" on your display if it has the option, and pre-select the input if it has more than one. Disable ALL energy saver settings so it doesn't put the video circuits to sleep for any reason.
And sometimes you just can't win. I had a KVM at my last job when my monitor died. Boss pulled an old display off the shelf that wasn't selling for me to use. COULD NOT make it work well with the KVM. Every time I switched to another computer, I'd spend 5-10 minutes fiddling with it to get it to start working with my service machine again. It pretty much always required me to carefully time the power on of the display, the connection of the video cable, AND clicking Detect Displays, ALL at just the right time. Boss finally reluctantly gave me a different monitor. (but only after HE spent 15 minutes trying to make it work without any success at all)
Particularly with projectors, the order you attach things influences reliability. Generally speaking, make the connection to the computer the LAST step. So power on the projector, attach the adapter to the projector, and lastly connect the other end of the adapter to the computer. That works 95% of time with projectors. The reason is when you attach the adapter to the computer, the computer "sees" the monitor attach and tries to "talk" with it. (computers can "see" adapters/displays, but ignore cables - the same goes for some displays that can "see" adapters/computers but ignore cables) But there's no monitor there yet, and so it gets no response. By the time you hook up the other end of the adapter to the projector, the computer has already given up and stopped trying to talk with the display. So the adapter needs to be attached to the projector before the computer. This is more reliable with projectors because MOST projectors aren't trying to be "smart" and wait for the computer before communicating. If the computer is waiting for the display, and the display is waiting for the computer, you can imagine how that often won't work out.