Could be a BIOS problem. First, make sure you install the latest BIOS update for your motherboard. Then, clear the CMOS by removing the battery (power must be off) and shorting the CLR CMOS pins for five or more seconds. Then boot into the BIOS and sent the initial graphics to your graphics card in the PCIe slot.
When the monitor turns off, it should really only be going into standby mode (orange LED from the blue or red LED). Make sure your system doesn't power down until later than the monitor going to sleep in your Windows settings. For example, I've set my screen to sleep after 1 hour, but the system goes to sleep at 2 hours.
As Albert Einstein said, "I could have done so much more with a Big Al's Computer!".