Internal speakers? Where'd you get that idea? The point is to play it though your soundcard! Did you try reading your instructions? IT should clearly state what each port on the back of the card is. One will be LINE-OUT and you plug your little jumper cable from that one to the LINE-IN on your sound card. Then, make sure it's not on mute or anything and you're good to go.
Oh, almost forgot. This, obviously, only work with the tuner. If you use RCA or S-Video, you have to plug your other cables(red and white) into some line in. Most cards also have a line in that will play though that jumper cable to the sound card.