Depending on the hardware, the monitor may need to be connected and "on" during boot. If you can see boot messages from the computer, you should be able to see the output from the RT system booting and updates during execution. If you cannot, I would question your setup.
-Danny
EDIT: Make sure your Video is enabled in the BIOS, sometimes even I like to disable the video card during execution (if the BIOS allows) as it can reduce jitter in an RT system. If your BIOS disables video ALL THE TIME once you've disabled it, you may need to clear your CMOS by removing the battery for a while or using the bleed jumper.