re. On-board graphics from the VIA chip, yep that makes sense. Means there's no separate AGP, PCI or PCI-E card to plug into the motherboard, you can just plug the monitor directly into the panel on the back of the system. This of course eliminates the problem of the graphics card not being seated in its slot properly - because there isn't one.
"I apologise for misleading you but I can now see a 4 pin socket on the board at about the site you mentioned. But the connector is not part of the main power 20 pin connector. I will buy one to-morrow. The handbook is not clear on quite a few things. Unusual I think because I have fitted MSI boards before and always without much of a problem."
I think there might be a bit of confusion here. Very modern ATX motherboards are starting to come with 24-pin main ATX power sockets rather than 20-pin. To ensure backward compatibility with older motherboards, power supply manufacturers are supplying their PSUs with an adaptable main ATX power cable - it has 24 pins, but is split at one side so if you have a 20-pin connector on the motherboard the extra 4 pins will detach from the PSU lead and leave you with a compatible 20-pin one. This detachable 4-pin section is different from the ATX 12V 4-pin cable described above. This cable will be completely separate from the main ATX power connection, and usually has black and yellow leads. It is correct to say that if the provision for connecting an ATX 12V 4-pin lead is there on your motherboard, then the board will not boot without it being plugged in. It's not going to get shipped as an option as such - that board and PSU combination will either require it and have it fitted, or won't require it and won't have it fitted, and being a socket 754 board it probably does need it. (mine does.) If your PSU doesn't have this connection, then the only option is to take it out and replace it with a newer one.
Barring this being the problem, it's starting to sound suspiciously like a faulty motherboard or incompatible RAM/motherboard combination could be the cause. What RAM are you using? If it's a cheap, generic brand, there could well be compatibility issues - some motherboards are very picky, even if it should work in theory.