The 2505 is the Essential Port Replicator - it has no DVI out, so I assume you are using VGA. Try selecting VGA+LCD as the boot display device in the BIOS, as suggested by Monck.
Instead of opting for a USB port replicator (such as 43R8770), I'd advise you get the Minidock (2504). It's basically the same as your current one, except it has a DVI out, audio ports (even SPDIF) and a built-in USB hub.
The USB port replicators may be more compact when you put them on the desk without the laptop, but the overall footprint of laptop+port replicator is actually higher than of the proprietary docks, where the laptop sits on top. Furthermore, they have two big disadvantages: they don't provide power to the laptop (the power cord must be connected separately), and their total bandwidth is limited by USB2, which is not nearly enough for high frame-rate video. As such, connecting your main monitor through them is not advised.
Current: X220 4291-4BG, T410 2537-R46, T60 1952-F76, T60 2007-QPG, T42 2373-F7G, X61 7673-V2V
Collectibles: X32 w/ IPS Screen, A31p w/ Ultrabay Numpad
Past: Z61t 9440-A23, T60 2623-D3U, X32 2884-M5U