If it has a floppy drive, put in a boot floppy and see if it's going through the motions of trying to boot. Ideally you need to try another monitor to rule out whether or not it even gets so far as to try to output from the BIOS.
I just finished building this new computer. It has 3 Ghz Pentium D, 2 GB of RAM, 320 GB HD and a 500 Watt power supply. I bought this new XFX Geforce 8600 GT PCI Express x16 with 256 MB RAM and a new Hanns-G LCD Monitor. My problem is that when I switch the machine on, I hear all the fans running, the DVD drive works fine, the hard drive is running and even the video card's fan is spinning. But the monitor is telling me that there isn't any signal and to check the video cable. I'm not sure if this helps but there is a 5 prong power plug right next to the slot where the card is in. I plugged in an extra power cable into it. Still with no effect. I'm not sure what I'm doing wrong. I followed all the manuals to the letter. Please help.