DVI not working.

Hey, I just recently bought a new 20" HP 2009M monitor. I tried to hook it up to the DVI port on my Graphics Card, but it didn't work. So I installed the driver, and restarted my computer. At the BIOS screen it showed that the DVI was working, but once I get to the Windows desktop it shows that the DVI isn't working and switches back to VGA. I'm not sure what the problem is, so if someone could help me I'd appreciate it.

Graphics Card: Nvidea Geforce 6200 (yes I know, lol) latest drivers
Monitor: HP 2009m 20" widescreen.