Keep getting message that says no audio device
By audio device, the computer means the sound card inside the computer and not your speakers. What the computer or Windows needs is, the software to run the sound card hardware. This software is called the sound driver, and it's found on the CD that came with your computer.
However, if you don't have the driver CD, you'd need to search your computer manufacturer on the Internet, then download the drivers for your particular computer make and model, then install them and reboot the computer.
But, here's an easy way to download and install / update your sound drivers:
Use this driver scanning tool, which scans your computer for the needed drivers. It has an option to automatically retrieve the drivers for you.
You can download this free driver scanning tool from here: http://xpdrivers.com/index.cfm or directly from this link: http://xpdrivers.com/download/download.cfm
After you have downloaded the above file, double-click on it and follow the simple steps to install it. Then, when it asks if you want to run it, just answer yes. This is easier than manually searching, downloading and installing the drivers.
For Windows XP Driver Files and How-to Resources, visit http://xpdrivers.com
Hope that helps,
Regards,
Raspal