First of all make sure you've got the appropriate kernel module loaded (unless it's builtin):
And see if you've got some stuff like "ac97" or "via-82xx" loaded. If not, try loading like this (you need to be root or use sudo):
You can see the available modules by (you need to be root or use sudo):
modprobe -l | grep snd | less
After this make sure your mixer levels are not set to zero (use any mixer app you like, alsamixer for example). If no sound is still coming out, check out your alsa or arts settings, whatever you use..