More details on your hardware please. Mobo, CPU, video card, monitor, etc.
Maybe a silly question, but do you have a PC speaker hooked up to the motherboard? I know none of the cases that I have bought in the past few years come with a speaker.
Do you have a discrete PCI-E video card? Or are you using onboard video? If you are using a discrete (add-on) video card, do you have the monitor plugged into the output for the video card, and not the built in video output of the motherboard?