can you guys tell me if I right about thinking I should have got one with DVI output.
Yes, It would seem that it should have a DVI port:

http://h10025.www1.hp.com/ewfrf/wc/document?docname=c01357119&lc=en&dlc=en&cc=ca〈=en&product=3696838

Two thirds the way down there is a picture of the backpanel.............. the DVI port is below the AGP one.

Is it new or second user? If it is new then it must be a very early model or if it is second user I would say that the motherboard has been replaced.