MOBO boots but no display.

I know this has been posted dozens of times but this is different. First to tell you my specifications:
Motherboard: Intel D865GLC (was a microstar 6390ver)
CPU: Intel Pentium 4 2.8 Ghz
Video: Onboard
Ram: 4x512 MB DDR RAM
PSU: 235 watt (used to be for my Compaq presario S5000CL as I only changed mobo, cpu, and ram)

Now for the problem I have installed everything successfully (at least I think). When I plug in the cord for the psu it turns on instantly without out me pressing the power button and only turns off when I take out that cord, so when it is on everything seems to be running perfectly but one LED is green and the other next to the PCI-E slot is red(I think it is used to show power). The monitor is working as I used to use it and when I unplug the vga cable from my computer I get an error on the screen telling me to plug it in. Oh and I doubt it is motherboard, cpu, or ram as those are new. I may think it is the HDD as the indicator never turns off because I forgot to format it before plugging it into the new motherboard. Can anyone give me some advice?