p4p800-mx boots up, no video

I have assembled new motherboard with cpu from a dell poweredge 600sc. The cpu is the only component that I did not buy from new egg. The ram is matched pair kingston value ram. The asus p4p800 gives a single 'happy' beep when I power on, indicating its passed POST, and it sends signal to the monitor cable as the led on the front of the monitor goes from amber to green and stays that way. I never see any thing on the black/blank screen. The OS, win2003 server, will start installing, and I can guess some of the steps such as f8 to lic. etc. and get it to go through a large percentage of the install, I can also F3, F3 out of the install, at which time it reboots, beeps, from green, amber... back to green with led on monitor, etc... also at one point during the install it did cause the screen to 'flash', perhaps probing the monitor. cntrl-alt-del will also reboot the bios, but I never see any information on the screen. I need the vga, so I can set up the sata raid, and also I probably need to f6 the sata raid driver, not sure about that... though. I have never been in a situation like this... can the processor really do this ? how can it post and boot, and yet not be able to drive the video?

by the way when I first got this board, and this happened, I said this is crap and sent it back... this is the second board, it exhibits the exact same behavior.

here is terse description from dell about p4,
PROCESSOR, 80532, 2.4G, 512K, 533, SOCKET N, C1

I figured out that I had a piezo speaker and I wanted to make sure the bios wasn't trying to 'talk' at and put a normal speaker at which point I realized that I am getting a beep then two beeps right together after pause which I the bios beeps codes say indicates error in video bios rom, or horizontal retrace failure... ?