Hi
A few questions you should find the answers to:
First of all, which soundcard?
You should check if all the necessary modules are loaded. To find out about this, go to
http://www.alsa-project.org and find your card on the sound card matrix. On the page for your card you can find out which modules you have to insert.
This is a KDE problem, if I remember correctly? (I had the same problem when I started using Linux). Do you have sound on Gnome?
If all else fails, download the latest Alsa source code an compile it instead of simply using system-config-soundcard. Again, you'll find all the information on how to do that on the page for your card at
www.alsa-project.org. You should compile it with the option --with-cards=driverforyourcard
Hope this is gonna help or at least give you some new ideas on what to try.
Tanja