E-Port Plus Port Replicator and dual external DVI Screens Not Showing up on bootup

I recently received a Dell Latitue E6530 and a Dell E-Port Pluss II port replicator.

I have two external DVI connected screens, mouse and Keyboard connected to the docking station.

The problem I have is during power on of the laptop and displaying anything on the screens.  To be specific, when I plug the laptop (lid closed) to the port replicator and press the power on, nothing comes on the external screens.  When I open the lid and I see nothing either.  Even the Dell Bios screens do not display.

The only way it does work is to do the following.:

1. Switch off the laptop
2. Open the lid on the laptop
3. Power on the laptop.
4. It then allows me to input my power on password. I can type my power on password from my external keyboard, which is connected to the port replicator.
5. Through the boot up process the windows log on displays and shows on the external DVI screen and then I can close the lid of the laptop.
6. Everything works fine after that. Any pen-drive, microphone,speakers that I conned on the port replicator works fine.

I've seen this in a discussion that is three years old but they recommend updating the Bios.  I actually tried that and it is 1) the same Bios and 2) did not do anything even after updating.

Is there any compatibility issue between the laptop and the port replicator?

Thanks,

Eugene