Sound on video

[sprayer]

I recently bought a camera that takes stills as well as video and it came with software called ''Arcsoft media impression'' I have managed to burn a video CD of the video files but when it is played there is no sound on it but when the SD card is put back in the camera and played the sound is there, so why is the sound not burnt to disc when I am using the software that came with the camera.. any ideas