for audio you must install audio drivers....nvidia 9500gt graphics card is only for video.. apart from that you have to install chipset driver, audio driver, Ethernet driver if you want to connect with internet &some time for storage devices as per you board requires..
Since you posted the thread twice. I'll plonk this here also.
I believe you will need to connect the SPDIF from the header on your motherboard/soundcard to the Graphics Card. Your graphics card documentation should show you how to do this.
If it is anything like my 9800GT, you will have recieved a small cable, with a small 2 pin connecter on either end. There will be a small place for this to connect to near the top of the graphics card, normally near the SLi connecter. You will need to check your motherboard or soundcard documentation for where the SPDIF header is however.
The ATI HDMI Audio driver wont help you. That is specifically for the ATI grapics cards which have their own sound controller for HDMI audio.