This happened to me too.
Check to see if the game in Options for sound is not selected to have something more than you have (6.1 for example or even 2 speakers if the surround is on).
If that isn't the prob, I found it was because in the Control Panel on the computer, and in the options for the sound card; they were not set for surround... so no sound came out when I tried to select surround in the game. But that can't be the problem if other games work...
It definetly won't be the game, or your speakers that are at fault. Just see what it is set to in the options menu
Hope this helps