Enabling DVI on my Sony VAIO

Got no help from the guy on the chat-line at Sony, who sits there
telling me that the DVI to HDMI adapter won't work--using my HDTV as a
monitor for viewing NetFlix and YouTube, etc.

BUT IT DOES work because I get a display on the HDTV as the computer
begins to boot up. Only when Windows XP starts to load do I lose the
display.

Any tips, as to how I can get that DVI interface up and running? Would
I have to go into SET-UP before Windows boot and enable it there? If
so, which function key do I have to hit to get in there? Been so long
I can't remember.
--
JM