Monitors sometimes require you to install their actual drivers for the monitor before Windows will recognize a digital or analog input.

Second are you actually using a dvi cable or a vga cable with a dvi adapter? Cause a vga cable and dvi adapter still equals analog signal. You need a dvi-i or dvi-d cable to do it properly.

If you have an actual dvi-d or dvi-i cable and nothing happens then you could have a dead dvi port on your monitor or video card, but I'd try to install and make sure you have the latest drivers for your video and monitor and make sure they are all installed properly.