I have run Linux on several Dells (laptops, netbook, and desktop) and not run into this. Try opening the control center and clicking under the "Additional Hardware" item (I think that's what it's called in that version). Sometimes that resolves hardware problems if they involve proprietary drivers.
Please run the lspci command in a terminal and post the output about the sound device(s) you have, being sure to surround it with "code" tags, which become available when you click the "Go Advanced" button to the right of the "Post Quick Reply" button at the bottom of the reply window.
You might also booting from a Live CD
of something other than Ubuntu and testing whether they sound works with it.