First of all I hope that onboard audio is enabled in BIOS-Integrated Peripherals.Then you are only using the onboard audio(not any additional soundcard). If so,connect the output cable in the green connector,because that is the main audio output(stereo mode),no mater how your sound card is set to (4.1,5.1,...). If you still don't get the sound,the problem should be within the drivers. I don't know what version of Windows you are using, but upgrade it to SP2. Also,install the latest directX.
After that uninstall the current driver-reboot-install the drivers that were supplied with your MB.