There is a BIOS setting to set the primary display to AGP or PCI; however that is not the problem, that setting is only referred to if you are using a dual video card (for dual monitor) setup. Single video card setup, the motherboard is smart enough to figure it out.
Otherwise, start checking each component in your system one by one. Try the monitor with another computer if you can. If it works, try the video card in another computer. If that works, then try different ram or different cpu on the motherboard. If that doesn't solve the problem, you've probably got a defective motherboard.
So take your pick as to which component is not working properly, only testing will solve your problem.