HP L2045W monitor - DVI problem

When I connect using the DVI connection I don't see the PC boot up - first thing I can see is the XP login screen. Not a huge problem so long as I don't want to get into the BIOS. Been through all the menu settings and can't see anything in there and been through my graphic card settings (X800) and can't see anything in there (it's a Dell 520 system).
Is it possible to get the video out showing through the DVI connection from power up? Works fine if I use the vga 15 pin connection.

Is VGA the first ourput. If so I don't think there is much you can do as a PC will boot with output 1 on boot :( then the drivers take over once XP starts to load :)