OK so I'm getting into the final stages of completing my arcade cabinet and tonight is the first time I've even plugged in the monitor, which is a Sanwa 29PFX-A tri-sync. I built a dedicated PC for it which includes an ArcadeVGA 3000 video card, and decided to hook everything up just to test it out and see what it looks like. I plugged in the monitor and it powered up fine, showed the "no input" message on the screen, so I hooked up the PC and fired it up and everything was going great. Everything displayed as it should, I could see the POST message, the Windows desktop showed up fine, and I tested a few games out using the keyboard because my control panel isn't finished. I played a few games: Pac-Man, Galaga, Street Fighter 2, TMNT, etc. and everything was going great, and the picture looked fantastic. I was really excited because I've been working on this thing for a long time and invested a lot of money into it. Suddenly in the middle of my TMNT game, the display turned off, and then started this weird cycle of what sounded like turning itself on and off rapidly and continuously, or like it's switching sync rates or something like that, that clicking sound it makes when it powers up and switches between sync rates. I unplugged it for a few seconds, turned off the PC, and plugged the monitor back in, and even with no PC power, the monitor still does the same thing, rapidly cycling and clicking like it's turning on and off really fast, and eventually I could smell a faint burning smell.

I watched inside the monitor from the back when I plugged it in and there's a big yellow cylinder looking thing on the monitor circuit board that illuminates (I assume from electricity) everytime it clicks, like electricity is passing through it or something.
This really pisses me off, because the monitor is BRAND NEW! Could I have done something to fry it? It was plugged into a regular 110V outlet, hooked up to an ArcadeVGA video card which is supposed to prevent any unsafe display resolutions from being output. It was working fine for about 10-15 minutes while I was playing with it, then it started doing that. I've tried unplugging it and plugging it back in a few more times and it's the same damn thing.

Anybody have any idea what could be happening? Should I just buy a Wells Gardner 9800 since it seems pretty popular among builders?
Something else I've been researching, does a monitor like this need to be hooked up through an isolation transormer, or does it have one built in? I think the yellow part on the circuit board that is lighting up when I plug it in is a transformer. I really have no experience with arcade monitors so I really need some help here.