Go to your device manager. I'm not sure what OS you have, Win98 or WinXP, but either one its not much different.
Right click on your "My Computer" icon on your desktop, and select "Properties". In Win98, simply select "Device manager". In WinXP, select "Hardware", and then click on the button that says "Device Manager".
Go to "Monitors" and expand the tree (click on the + sign out to the left or double click the word "Monitors"). If you see "Plug N Play Monitor" then you do not have the proper drivers loaded for your monitor. This could be either because you never installed them, its an older monitor that doesnt have XP drivers, or it simply lost them at some point. If the selection shows a monitor, but it doesnt match the monitor you have, again you might not have the right drivers loaded.