New build no sound

[confussed]

I just put together my 1st computer. I can't seem to get any sound to work. If I put a CD in the MS player screen shows it's working. Device manager says it's okay I really believe I didn't plug the cables in the right way. Please help on old man figure this out! I'm really stumped.

FXF eForce 790i Ultra SLI
Intel Core 2 Quad Q6600
Thermalright Ultra 120 Extreme
GeForce 9800 gtx+ 512MB PCI-E
On-Board HD 8-Channel Azalia Sound
4GB OCZ #PC 1600EB4GK Dual-Channel DDR3
Seagate 1.5TB
Antec 650Watt Earthwatts
Cool master HAF 932 case
Vista Utimate 64

[13th_Panther]

try plugging the speakers into the back .or the head phones .