Believe it or not - plug one end of the audio lead that came with your monitor into the jack socket at the back, and the other end into your sound card's speaker output (usually green)
My monitor has the audio lead attached to the cable that goes into back of tower (two leads in one) the end of this goes into the jack socket (usually green),where you would normally plug your speakers or headphones.
Have a look at the cable that goes from your monitor into your computer as it might be the same.