[Troubleshooting] Just Built - Should the HDD be spinning in POST?

So I just assembled my 1st build. I got everything ready. Connected to the monitor, hit that PSU switch and the power button and now I get no video signal; however, all components (except the HDD) appear to be working.
I read through manuals and other possible problems, yet none talked about HDD much.

My hybrid HD: Seagate Momentus XT (500GB) There appears to be 3 places to connect wires into my HD: (SATA to MOBO, SATA to PSU, & something else?).

Q: Do I connect my monitor to my GPU I/O or to my MOBO I/O?
A: ? -tried both neither work

Video tour of PC so far: http://youtu.be/_sVbmSmsc0Y

My Build:
PCPartPicker part list: http://pcpartpicker.com/p/vI6G
Price breakdown by merchant: http://pcpartpicker.com/p/vI6G/by_merchant/
Benchmarks: http://pcpartpicker.com/p/vI6G/benchmarks/

CPU: Intel Core i5-3450 3.1GHz Quad-Core Processor ($193.98 @ SuperBiiz)
Motherboard: ASRock B75 PRO3 ATX LGA1155 Motherboard ($82.55 @ Newegg)
Memory: Crucial Ballistix Sport 8GB (1 x 8GB) DDR3-1600 Memory ($43.79 @ Amazon)
Storage: Seagate Momentus XT 500GB 2.5" 7200RPM Internal Hard Drive ($69.98 @ Outlet PC)
Video Card: Gigabyte Radeon HD 7850 2GB Video Card ($189.99 @ NCIX US)
Case: Zalman Z11 Plus ATX Mid Tower Case ($50.99 @ Newegg)
Power Supply: NZXT HALE82 750W 80 PLUS Bronze Certified ATX12V / EPS12V Power Supply ($99.98 @ Outlet PC)
Other: LG Internal Optical drive ($40.00)
Total: $771.26
(Prices include shipping, taxes, and discounts when available.)
(Generated by PCPartPicker 2013-01-04 02:48 EST-0500)