Problem on Start-up

[Hjalmar]

I have built a new computer. I ran memtest after building it with no problems. I successfully installed Windows XP and updates. It has not been overclocked. When I start it from a cold start (complete power-down and wait for a few minutes), it will go through the boot process (Bios Splash screen, loading XP, plain blue screen) and when it goes to the login screen, the screen goes black and the monitor show that it is in power save mode.
If I boot it in Safe mode, it will come up fine. And if I reboot at that point it will reboot and start Window as if nothing is wrong.

Any suggestions what the problem might be?

Thanks
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System:
Gigabyte GA-EP35-DS3R
Intel E8400 w/CoolerMaster Hyper TX2 Cooler
GSkill 2x2GB DDR2 1000
Connect3D X1800GTO
Corsair HX620W
WD 500GB 7200RPM Sata
Pioneer DVR-215D
Windows XP Pro