You may have a little speaker icon in your System Tray where the clock is. If you do, right-click on the speaker and select Volume Control. If you do not have a little speaker in the System Tray, go into the Control Panel and open Sound, Speech, and Audio Devices > Sound and Audio Devices if in the Control Panel is in XP View or Sounds and Audio Devices if in Classic View. When you open the Properties window for Sounds and Audio Devices Properties, on the Volume tab, check to see that Mute is not selected in Device volume. If you want the little speaker by the clock, put a check mark in the "Place volume icon in task bar" box.
Select the Advanced button in the Device volume. Selecting the Advanced button will open the Volume Control panel (Volume Control from first sentence above). Hopefully you will see the Volume Control along with Wave and CD Player. Remove any check marks in the Mute boxes.
On the Volume tab, you can also select the Speaker Volume button and make sure the sliders are over to the right 1/2 to 3/4 of the way. Also check the Audio tab in the Properties window and see if there is a Default device listed under Sound Playback.
Hope this helps.