Can I connect mini DisplayPort to DVI-D to VGA?
No. DVI-D only carries digital signals. Most (if not all) DVI -> VGA converters use the analog signal DVI-I carries. A mini DisplayPort to DVI connector will only pass on digital signals (as you correctly identified by referring to it as a DVI-D signal), so your DVI to VGA adapter is left out in the cold. You need to get a mini DisplayPort to VGA adapter.

The reason the computer sees the display is that one of your adapters is identifying itself as a display.