Can you take your DVI cable into the office and check it? Can you get hold of a known working DVI cable to try at home? Do you have another display you can connect to your computer?
For a RMA. You must first contact the merchant where you purchased the MB and get an authorization number from them.
Ask the merchant what has to be returned, usually it is everything that was in the box, (not the CPU) You must remove the heatsink/fan and the CPU from the MB. put back in the packaging for safety.
Refer to the CPU installation instructions for how to remove the cooler assemble
Please read, MB manual, 1.P#9, about the PnP Cap.
If you remember, when you installed the CPU in the socket and closed the locking lever, a plastic cover popped off (PnP Cap). After you have removed the CPU, and closed the lever, you must refit the plastic cover back on the socket. MB manual, 2.P#