TriggerFinger

I have seen in some laptops that you can set in BIOS which one you will use by default during POST... LCD, CRT or BOTH. Check that value if you have it in your BIOS settings.

When you go into BIOS or boot into BIOS settings, do you see anything on the external monitor? I ask because the way I understand your problem is that you do not get anything on the external monitor when you are in Windows. If that is exactly your case, it could be a drivers issue.