Funny, my parents called me with the exact same problem just a few hours ago
The problem there was that the TV's speakers were not selected as the primary unit.
You may very well be aware of this already, but let me be nice and go ahead anyway.
Navigate to the Control Panel (this relies on that you have Vista/7).
Select "Hardware and Sound"
Then select "Sound"
Now you'll see a list of your play-back devices. Your TV should be listed.
Select your TV and right click and then select it as the primary device.
I sincerely hope that this was of any help, and that I didn't insult you by thinking you had not thought of this (if you already had).