Why is there nothing on my monitor.

I just built a pc and I cant see anything on my monitor. I checked the connections from the monitor to my pc and the internal connections also. I went through every page in the motherboard guide to make sure everything was connected the right way. There is also a red light on my sapphire 4850 gpu that stays on the entire time my pc is on. Every fan on my case is working the cpu fan is working the gpu fan is working. I had also taken apart everything and put it back together to make sure it was done right and it was. The only thing I see on my monitor is a power saving message and thats it. I have pressed every button on my keyboard along with clicked my mouse and nothing happens. The monitor also says no signal even though the vga cable and everything is connected the right way.