How to connect two Dual-link-DVI displays to a Thunderbolt MacBook Pro

So, I've finally received my MBP and the Dual-link-DVI to Mini DisplayPort adapter (simply adapter from now on).

The Korean monitor has been more than worth it, it works superbly absolutely great over the digital link.

The adapter doesn't work at all if you don't plug the USB connector in also. If you plug it in, connect the display, then remove the USB plug, it will stop working instantly. So apparently that USB plug is 100% needed.

I happened to have a VGA to Mini DisplayPort adapter lying around, so I've connected a second external display on the second Thunderbolt port. Everything works fine, my MBP now has 3 displays. I plan to replace this with a HDMI cable, since the MBP also has a HDMI port, it should work.

@Hennes commented on my question above, his answer has been very helpful.

Apparently the adapter is an active component, and it needs to be powered. It draws that power from the MBP's USB plug. To avoid losing a USB port on the MBP, the adapter provides another USB port on the other end, where you can connect whichever device was using the USB port. It seems that the adapter piggybacks on the USB port's power line, while just forwarding the others.

I wander if you could plug two of these adapters one into the other's USB port, and both in each thunderbolt port.

Anyway, the setup works great, but it's a LOT of wires to plug in.

If I were to just buy two of Apple's thunderbolt displays, I would only ever have one thunderbolt cable to connect, and the monitors would act as USB hubs too. But that's $2000 compared to $500.

I used an Altaz Mini DisplayPort to DisplayPort Adapter ($13 on Amazon) to connect a 27 inch (non-Apple) screen to my MBP. No additional USB cable needed for that, and it plugs into the Thunderbolt port. Sadly I have the non-retina MBP 2012, so unless I splurge on Thunderbolt displays, one external screen is all I get.

Im using a Crossover Gold with my MBP 13" which I connect using a mini DP to DP cable plugged into the thunderbolt out. No need for a dual DVI cable and Im running at full res