Do you mean that the CD drive plays the music? (I.e. You can plug a set of headphones into the audio jack on the front of the drive and listen to music directly from the drive itself)
Is the PC detecting a sound card? If you use the the run command in your start menu, type "DXdiag" without the quotes and click ok.
A DirectX Diagnostic window should open and if you click on the "Sound" tab you should see information about your sound card.
If the sound card is being detected the device name, along with other useful information will be shown.
You will need to have Direct 7 or higher installed for this to work