This answer is very long, so you might want to copy and paste it into a Word or Works document and print it!
Do you have small green and pink, round sockets at the back of the PC? If so, there is a sound card installed, so now we have to fix the problem!
You need speakers plugged into the green socket.
To find out which sound card is installed click on 'Start' then 'All Programs' and click on the 'Accessories' folder.
Now click on 'System Tools'.
Now select 'System Information'.
Look at the list on the left and double click 'Components', now click on 'Sound Device'
All the sound card information is there. Write down the name of the sound card and make.
Close the information window.
Now you need to visit the sound card makers website and download the drivers for your specific sound card.
You'll then have to install the drivers to get your sound card working.