I have 4890s CF so our card is very close.
Sound on HDMI/DVI only comes out on the video port designated as primary display. I have 2 display connected via HDMI. The 2 DVI ports have DVI->HDMI converter from ATI.
On board sound card or additional sound card (i.e. Xfi) will enable you to provide audio to a receiver.
You select audio playback (i.e. HDMI or Xfi) from the SOUND option of the control panel.
Take note if you select the sound-card (i.e. xfi) as default sound playback, there will be no audio on the HDMI. Its vice versa so the situation is reverse if you select HDMI.