Connecting directly to the Sony VGA port is THE first step. Isolate the problem. If it works perfectly that way, the docking station is the problem.
If it does the same thing, the next step would be to try a different monitor somehow. If that does the same thing then the laptop is probably the issue.
Of course, all of this is done with the wireless keyboard and mouse out of the picture...use just the laptop to troubleshoot.
Good luck.