So yeah, as the title says I have no sounds except the login one, so I guess its not a driver error or something. It works well on my windoes partition but never on linux. I'm running the latest version of Ubuntu (9.2.13 or something, I did apt-get upgrade today). What can I do?

When you use GNOME as a GUI on top op there is loudspeaker icon if you go to it wich you're mouse pointer and right click on it do you see the volume control ?
If so see how are you're settings ?.
If it does not works system>preference>sound what did you see there ?

Open System Menu>Preferences>Sound. Try the test buttons. Find the mixer in preferences menu. Get there with right click on speaker icon on task bar.

Experiment. Push buttons. Open menus. Select items. Computer will not explode!

Every menu in sounds is set to auto detect, I have a choice between Intel HDA Connexant AUDIO(ALSA) and (OSS) on digital and analog. Nothing makes any kind of sound when I click test except the OSS ones, they emit some kind of beep tone unless I close the window.

Ask for a terminal and give the command lspci
It gives a lot of information also about you're audio card
Post the outcome of the audio card

You could try running alsaconf as root.

Ok I did lspci and it gave me quite a page of info:

00:00.0 Host bridge: Intel Corporation Mobile PM965/GM965/GL960 Memory Controller Hub (rev 0c)
00:02.0 VGA compatible controller: Intel Corporation Mobile GM965/GL960 Integrated Graphics Controller (rev 0c)
00:02.1 Display controller: Intel Corporation Mobile GM965/GL960 Integrated Graphics Controller (rev 0c)
00:1a.0 USB Controller: Intel Corporation 82801H (ICH8 Family) USB UHCI Controller #4 (rev 03)
00:1a.1 USB Controller: Intel Corporation 82801H (ICH8 Family) USB UHCI Controller #5 (rev 03)
00:1a.7 USB Controller: Intel Corporation 82801H (ICH8 Family) USB2 EHCI Controller #2 (rev 03)
00:1b.0 Audio device: Intel Corporation 82801H (ICH8 Family) HD Audio Controller (rev 03)
00:1c.0 PCI bridge: Intel Corporation 82801H (ICH8 Family) PCI Express Port 1 (rev 03)
00:1c.1 PCI bridge: Intel Corporation 82801H (ICH8 Family) PCI Express Port 2 (rev 03)
00:1c.2 PCI bridge: Intel Corporation 82801H (ICH8 Family) PCI Express Port 3 (rev 03)
00:1c.3 PCI bridge: Intel Corporation 82801H (ICH8 Family) PCI Express Port 4 (rev 03)
00:1d.0 USB Controller: Intel Corporation 82801H (ICH8 Family) USB UHCI Controller #1 (rev 03)
00:1d.1 USB Controller: Intel Corporation 82801H (ICH8 Family) USB UHCI Controller #2 (rev 03)
00:1d.2 USB Controller: Intel Corporation 82801H (ICH8 Family) USB UHCI Controller #3 (rev 03)
00:1d.7 USB Controller: Intel Corporation 82801H (ICH8 Family) USB2 EHCI Controller #1 (rev 03)
00:1e.0 PCI bridge: Intel Corporation 82801 Mobile PCI Bridge (rev f3)
00:1f.0 ISA bridge: Intel Corporation 82801HEM (ICH8M) LPC Interface Controller (rev 03)
00:1f.1 IDE interface: Intel Corporation 82801HBM/HEM (ICH8M/ICH8M-E) IDE Controller (rev 03)
00:1f.2 SATA controller: Intel Corporation 82801HBM/HEM (ICH8M/ICH8M-E) SATA AHCI Controller (rev 03)
00:1f.3 SMBus: Intel Corporation 82801H (ICH8 Family) SMBus Controller (rev 03)
05:00.0 Ethernet controller: Marvell Technology Group Ltd. 88E8039 PCI-E Fast Ethernet Controller (rev 14)
07:00.0 Network controller: Intel Corporation PRO/Wireless 4965 AG or AGN [Kedron] Network Connection (rev 61)
08:09.0 FireWire (IEEE 1394): Ricoh Co Ltd R5C832 IEEE 1394 Controller (rev 05)
08:09.1 SD Host controller: Ricoh Co Ltd R5C822 SD/SDIO/MMC/MS/MSPro Host Adapter (rev 22)
08:09.2 System peripheral: Ricoh Co Ltd R5C843 MMC Host Controller (rev 12)
08:09.3 System peripheral: Ricoh Co Ltd R5C592 Memory Stick Bus Host Adapter (rev 12)
08:09.4 System peripheral: Ricoh Co Ltd xD-Picture Card Controller (rev ff)

You have same hardware I do, 1 generation newer & my hardware has worked since ubuntu 7.1, October 2007.
00:1b.0 Audio device: Intel Corporation 82801H (ICH8 Family) HD Audio Controller (rev 03) is same line I get with lspci, except I have 82801G. Strange the hardware is good in Windiz, not good in Ubuntu.
Ubuntu does not let me run alsaconf of alsa-conf. "Command not found"
My Lenovo in running ALSA & Analog Device AD1891 (OSS) Mixer. Default setting work except for VOIP.
Did you right click speaker icon, click open volume control & explore all the options? Click "Preferences" & check all items. Some versions of some distros default to Mute or 0 gain.

Try this:
System > Preferences > Sound (Devices tab)
Change everything to PulseAudio Sound Server. Now, for the "Default Mixer Tracks Device:" option, select each option, one-by-one, and choose the one that gives the most options below it, in the list (such as "Master, PCM, Front, etc."). Now click Test next to each "Sound Playback" option. Let us know how that works!

(If it doesn't work, double-click on the volume icon in the upper-right of the screen, and set everything to maximum. Make sure that nothing, except maybe the microphone, is muted.)

--Dane