I had the exact same problem that you have. This is how I fixed it.
First if your Mb came with the install disc. look on there.
If you have the manual for your MB look in there to see if it states what audio driver you need, if no manual go on line to MB manufacture, look for downloads to find the driver for your audio.
For some reason with my Mb I couldn't download the drivers from the manufacture so I went to ( see below)
I went to cnet.com,downloads,found the audio driver for Realtek AC97 and download that. Hooked speakers up,but in music cd and it worked.
Hope this helps you.