"Goes to sleep" meaning the monitor works for awhile and then blanks out. Or just goes blank when the cable is connected?
What make and model monitor?
Need to narrow down the problem somewhat.
Any power saving settings being used anywhere?
Did the monitor work before or is this a new setup? If the later, double check that you have the correct drivers (32 or 64 bit) and configuration for your OS.
Have you tried another video cable? Or different sets of ports if available?
Does the monitor work on another computer? Will another monitor work on your tower?
Vary only one thing at a time and see if the problem follows the tower, the monitor, or the cable.