wee eddie is right but in more technical terms the male is a pin, and the female a socket (a hole).
You say "I have a DVI to DVI cable but am having to use the VGA to DVI cable at the moment." If you have a VGA to DVI cable then you shouldn't need any adaptor as you can connect the VGA card connector on your PC to the DVI connector on the monitor. The adaptor just allows you to do the same with a VGA to VGA cable.
What you lose is the better graphics capability of DVI. To enable this you would need to install a video card in the PC (assuming it is a desktop) that has DVI output. You may have on-board graphics at the moment.(ie driven by chips on your motherboard)