First check sound settings on control panel, ensure volume is not at minimum and computer audio is not muted. Test playing a CD.
this is usually due to Media Player or whatever player you use on your pc, not having the right codecs to decompress sound from camera file.
Usually you sort it out upgrading media player, you can download update from links below.
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Windows Media Player 10
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Cumulative update for Windows Media Player 11 in Windows Vista
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