Sounds to me like the monitor is looking for a signal and not finding one, its usual to get a message saying no signal found when this happens though.
Whats the history here ? New monitor, new PC etc . Im wondering if the VGA is enabled in the bios or if it has its drivers loaded.
Everything was normal until one day when I turned on the PC, it loaded to windows xp and then computer restarted by itself and then shutuff after 5 seconds. I tried to power on the pc and it wouldnt power on, neither would the monitor. I tried connecting to another power jack and the PC turned on but the monitor wouldnt