In Windows:
Start/Settings/Control Panel/System/Hardware/Device Manager
Expand the Sound Video and Game controllers Icon. If any of the icons in that folder have a yellow or red mask over then, check them out.
If everything looks O.K., go to the speaker icon in the tray at the bottom right of the screen and double click the speaker icon. You should see a row of volume control sliders. Verify they're set and not muted.