Asus VH-222H: No DVI Signal

I am building my system from scratch. Right now, I am at the point where all of my internal components are setup, and I'm wanting to get to my bios, instal my software etc. I connected my DVI cable from my monitor to my Sapphire HD 4870 1GB DVI connector, but when I turn on the monitor, it tells me there is no DVI Signal. And yes, the computer is on. Every time I press the button that changes the inputs (lets say to VGA, or HDMI) it gives me the same message, even though I have tried with a vga connection also. What do I do about this issue?!