Monitor Problem

I have just bought a new 20" widescreen monitor, and it works and looks great, but when i switched it to DVI, it loses its signal or "connection" when i turn it off, then turn it back on again, i have dual-screen so i can kindof handle it by changing my dual settings, then turning them back, then my monitor gets the signal back, its werid, but if i cant fix it, ill switch to analog again, but dont really wana, any suggestions? thanx
i have a ATI Radeon 9600, and the DVI cable is some cheap one from best buy, i have it on analog right now, so it will work, and I updated my graphics card drivers, so im good there