If you're using onboard video (no video card), you need to make sure that bios is set to onboard video instead of PCI or AGP or whatever (or vice versa). Just make sure that the video output in your bios matches what you're using.

One way to test it (I'm assuming you're using onboard video since you didn't mention a video card) is to borrow a video card from another computer, put it in, and try the monitor with that instead of the onboard. If it works, then you need to go into bios, change it to onboard, then you can put the card back where you got it from.

What is it they say about silence being golden?