It's highly recommended by me and just about every other DC player. It will give you the highest picture quality available on the Dreamcast. What kind of display are you using?
The VGA box will have a standard VGA connecter as its output. So you'll need a display that can accept that or RGBHV. Component Video inputs will not work with the VGA box.
PSO Dreamcast 100% Legit: Eda FOmarl, Automaton HUcast