Are you sure you have installed the relevant software from the cd that would have been included, plus made sure its up to date when its installed?

Its very strange that its working on some things and not others.

Also do this, click start bar, go to "run" and type in "dxdiag", wait 10-20seconds for it to load then click on the sound tab, get me a screen shot of that(print screen key, paste into windows paint, save it)
If you cant do it or whatever just tell me what it says on that screen and if it brings up any errors