If the sound card did not have DirectX supported drivers, the game would not run at all.
Run DXDIAG and then run the diagnostics in the 'Sound' tab. If you cannot hear them, then look in the comment window in the Sound tab and see if DXDIAG found a problem.
If you have multiple sound cards/devives installed, that could be the problem as well. DXDIAG will then show more than one sound tab.