Hardware problem on my computer

Recently i am fetching of a great problem. When i turn on my computer i can see that CPU is running.
CPU front LED indicates red and blue signals. But no display in monitor. I am sure monitor and the line of it is okay.
I message is shown at that time in the display "No input signal found" .
But i am sure the VGA cable is properly connected with the monitor and CPU VGA port.
What i have to do to solve the problem?
