Re-Building my computer problem.....

Hi. I had problems with my old computer and i had to replace some parts this is what happened and what i did:

- when i started the pc there was no video signal going out to the monitor screen:

~ I tried another video card but it still did the same thing.

- which led me to think it was the mother board:

~ I bought a new mother board, video card and power supply and it is still doing the same thing.

I know for a fact the monitor works because i tried it on another computer and it worked. when i plug in the VGA cable, if the computer is on the small LED light on the monitor goes green for a second and then goes back to yellow.which means i cant even get to BIOS.

any ideas what could possible be wrong? I'll appreciate any help. thanks.