What sort of sound is coming from the speakers? Can you get sound on any program?
If the sound is like turning the volume on your CD player up when there's no CD playing, then check Control Panel>Sounds>Adjust the system volume. There's lots of different adjustments you can make in there, so play with them all! If you can (say) play music OK, but aren't getting "Windows" noises, in Control Panel>Sounds>Change the sound scheme, check that they are enabled!