Built my first desktop, no BIOS screen. What is wrong?

So, everything is in the case. I turn on the PC, processor fan is running, powersupply, dvd drive opens and closes, I can hear the hard drive spinning, and PCI Express video card fan is running. On boot-up, keyboard lights light up but monitor does nothing. Monitor and cables work fine on other computers, but I've heard that PCI Express cards need to be activated in the BIOS before they work. Problem is.. motherboard does not have a VGA port or anything to allow me to hook it up to a monitor. I believe the BIOS is AMI and I count, at most, 3-4 very faint beeps, although it could be in my head. No idea what to do from here, short of buying a non-pciexpress card. Any ideas?