You've been playing Monopoly wrong.

You mean there is supposed to be auctions on property?

Real Monopoly is Monopoly played according to the actual rules. Now as you read this I can just imagine you shaking your head and saying, "Right... Because getting rid of free parking is so going to revolutionise the game!"

But I'm not talking about the rule changes that everyone knows are house-rules. I'm talking about the rules changes that everyone thinks are part of the original rules. I could waffle on, but it'll save a lot of your time and my typing if I just present you with the relevant section of the rules:

BUYING PROPERTY...Whenever you land on an unowned property you may buy that property from the Bank at its printed price. You receive the Title Deed card showing ownership; place it face up in front of you.

If you do not wish to buy the property, the Banker sells it at auction to the highest bidder. The buyer pays the Bank the amount of the bid in cash and receives the Title Deed card for that property. Any player, including the one who declined the option to buy it at the printed price, may bid. Bidding may start at any price.

http://www.hasbro.com/common/instruct/monins.pdf