Quite likely, drivers for the audio controller is missing/not installed.
You did not give any info on the Operating System you installed and the sound card in question; Onboard
Sound Card. I am assuming you have Windows XP
or 2000 and using the builtin/onboard sound controller.
If this is correct, you will need to download and install ADI Onboard Sound Driver (Windows 2000/XP) - http://ftp.us.dell.com/audio/R94481.EXE
Let me know how you get on