look through the options. i know its in one of the options on the left but i cant remember which one . in case you're not sure to get into BIOS on that board hit DEL while at the lanparty NF4 logo.
thats strange :O so you've installed all the drivers from the cd? chipset etc? now for the insulting question: is it muted? check your speakers with something else just to be sure that its not your speakers at fault. what operating system are you using?