I find this happens when the plug isn't properly secured sometimes. But I am sure you have already tried that by now....
Try another monitor if you can and see if you get the same thing.
If you see this happening on other monitors, then you want to figure out if it's the adapter or the actual mini-display port on your computer.
If you have access to another VGA > mini DP adapter, then absolutely check to see if you can cancel out the adapter as the problem.
Component isolation is your first step. good luck!