Well when I turn on my computer using a VGA cable, all goes good, when I use a DVI cable, nothing shows on screen, am I supposed to change it though the BIOS or what?
http://pcpartpicker.com/user/ViolentBoo/saved/1OAC
Try using a different DVI cable, the one you have may be bad. Also not to sound facetious but check all level 1 areas; Is it plugged in correctly? Does it have power?
If those things check out then maybe you have a bad female connector on one of your devices (monitor or mobo/gfx card).
Also, hope not trolling but if you're not then I hope that helps.
First thing that comes to my mind is that the monitor may need to be switched to DVI. It's reasonable to assume it would be automatic, but since it's not working...
Try using a DVI to VGA converter. Then connect your monitor to the PC using a normal VGA cable.
This is what I have done to add a second monitor to my PC. It works fine, so you should have no problem with this method.
All you probably have to do is enable your second screen to duplicate or extend your current desktop view.
Hope this helps.