Do you hear system sounds? If not, you might have same issues I had in the beginning. Open sound configuration in control panel and see if you have two sources like I have. The first is "speakers" and second should be your "SoundMax Audio Driver". If not go Link Removed
and select the necessary options to download SoundMax Audio Driver V5.12.01.5150 for Windows 98SE/Me/2000/XP/2003. This is an old one but you should be able installing it in compatibility mode for XP. Let us know how it worked.