i assume you have checked in your bio's to activate it, if not, go in and see if onboard sound is rigged in, if it is, disable and restart, then let windows boot, restart and go into the bios and activate it again, sometimes this may be the issue, if it is not activated.... well activate it...
if it still does not work ensure that you have the onboard sound DLL's installed by doing a uninstall of all audio and reinstalling everything with the MB again... it should help...
if not, i would contact the makers of said machine and tell them that you are sending it back, that the on board audio does not work, and that you want a new one with a HardDrive upgrade as a sorry note...