Have you tried each memory module at a time just to make sure all the memory sticks are working fine and none of them are faulty.
Having 3 beeps indicates memory error and even if there is one faulty memory (while the other 3 are fine) the system will not post and you will not get any video. And also make sure the memory you are using is supported on this motherboard: http://support.intel.com/support/motherboards/desktop/dp45sg/sb/CS-029151.htm
Also check that BIOS is at default settings.
That Intel 'Approved Memory' list is pretty much a joke. This motherboard is picky about RAM, and there are many sticks that satisfy the generic specifications that apparently don't work with this board -- I had trouble with PNY chips, and I don't think the chips were defective; I had no way to test this though since this is my first DDR3 system.
And they give a list of specific memory sticks that they say are known to be good, but it's a very short list, and I wasn't able to find any of those particular chips at my preferred computer component websites. So the whole 'memory compatibility' page is of little use.
By the way, I also suspect after reviewing the various forums where problems are described that there is more problems if you use 2GB sticks, or populate all 4 slots.