Sounds like drivers have not been installed for your motherboard's audio.
Find out which revision of the motherboard you have. The revision number will be printed in the motherboard in the corner closest to the expansion slots. In this example, you can see it states, "Rev 5.0"
Once you have the revision number for your motherboard,
go here.
Click on the link for the correct revision number.
Use the "Choose Your OS" dropdown box to select which operating system you have installed.
Download and install the Audio Driver.
Test your speakers again.
-Wolf sends