Years too late for the OP, but perhaps of use to later folks who find this via websearch:
Unforutunate direction: Here in the USA, a "DVI" to "component video" (three cables, not the similary named one-cable "composite video") passive adapter is for example only $2.70 from Sears. Depending on the capabilities of the monitor, it _might_ work in the other direction too. I have my doubts, but it's so cheap it's worth a try. Note whether or not this works may depend on a fairly obscure setup setting in the monitor (in the monitor's OnScreenDisplay it might be called RGB<->YCbCr, or VGA<->component, or. SyncOn<->SyncOff, or..).
To be guaranteed to work in all cases, the other direction ("component video" to "DVI") requires an active device that should be available for a few tens of dollars.
(Generally the coversion to DVI from either "component video" or "composite video" takes very roughly the same amount of work and costs about the same. The video quality [especially color fidelity] will be higher and less problematic with the "component video" though, so it's virtually always the better choice.)
(Although you didn't ask specifically about VGA rather than DVI input: i] a "component video" to "VGA" converter is an active device, typically selling for a few tens of dollars, ii] "component video" to "VGA" converters are often classed in the "game" [Nintendo, PS3, etc.] space rather than the "video" space, so you may have much better luck finding them through those unfamiliar channels, and iii] some "VGA" monitors in fact have an internal setup option to also work with "component video" via their VGA connector, in which case all you need is a cheap adapter cable.)