This is actually a very common misunderstanding about the theory of evolution. The theory is not that humans came from monkeys, but that humans evolved from an earlier species which Monkeys also evolved from. Monkeys are not our ancesors, but our cousins--both humans and monkeys (and apes) evolved from a species that was neither human or monkey (or ape). Some important points:
1. Modern monkeys share some distant ancestors with humans, and those ancestors did look something like monkeys, but they were not the same as modern monkeys. Man and monkeys both came from a monkey-like species millions of years ago. Humans did not evolve from modern monkeys.
2. Humans are actually more closely related to apes than to monkeys. But humans did not evolve "from apes" either. Apes have a common ancestor with humans much more recent than either apes or humans have with monkeys.
3. Additionally, if a species evolves out of another species, the theory of evolution does not require that the original "parent" species must then disappear. Evolution is a process the develops *species* based on events that happen to *individuals*. If some monkey-like ancestor of humans left the forest to live on the savannah, and they had brothers and cousins who stayed in the forest, it was quite possible that those who stayed back remained something like they were for many generations while those who migrated to the savannah changed due to their new environment. In actual fact this did not occur, because the forest environment itself was changing (the forests were dying off due to climate changes, giving way to the savannah, which was why some of the prehuman primates were forced to survive in their new savannah environment). However, there are many instances where part of a species evolves into another species while another part of that species remains unchanged, and is therefore still the same species.
I read a lot. Read Richard Dawkins' books, such as "The Blind watchmaker". He explains all this very well.