If it is just Internet Explorer you can't get sound from and your running Vista ensure Internet Explorer sound output isn't muted.

Bottom right > Volume Icon > Mixer > Check to see Internet Explorer once opened is not muted by sound.

If this doesn't work then in Internet Explorer open up the "Tools" menu, select "Internet Options". Select the "Advanced Tab" at the top. Look through the list until you get to the "Multimedia" section. Make sure there is a check in the box where it says "Play sounds in Internet Explorer". If you had to put the check in, click "Apply", then "OK".

Close down all instances of IE then reopen and try again see if you get the same problem.

If you do we'll go from there...