First check the system tray to make sure that it is not muted. If the
speaker icon has an X then it is muted. If that does not work then check
that you have a driver installed. Open a terminal and type lshw and scroll
back to the *-multimedia section and see if it lists something after driver.
If it says UNCLAIMED then there is no driver. If it says something that
seems wrong then you may have the wrong driver installed. Getting a new
driver could be a problem since you are working from CD and any changes
would be temporary because you cannot save to CD.

You could try creating a usb key that can run Ubuntu in persistent mode and
this would allow you to save changes. That is likely found in System,
Administration in the menu. Your computer would have to be able to boot from
usb for this to work.

If not then you could try out WUBI. This installs Ubuntu inside Windows.
Just go into Windows and insert the CD in and offer to creat a Ubuntu
installation. It will create a folder on your C drive and install Ubuntu as
a large image file there. There is no partitioning involved. You re-boot to
finish the installation. Ubuntu will run from the C drive without Windows.
It is an image file that is mounted as if it was a drive. Once inside Ubuntu
you can add and remove programmes and make changes. It is a good idea to
defrag your c drive before beginning WUBI as it is a large file and its
performance will suffer on a fragmented drive.

If you do not like Ubuntu you can remove it in Windows like any programme
from the Control Panel. Windows will be your default OS. To boot into Ubuntu
you need to choose it from the brief menu that pops up when you re-boot.

Speaking of WUBI, what kind of performance hit does disk I/O take given
that you're using a virtual filesystem image that piggy-backs off a
physical filesystem?

WUBI runs at native speed because it is not running an OS on top of ubuntu
or external application as in a virtual machine to make it work. It is stand
alone Ubuntu that runs on the Windows file system, but internally it is all
Ubuntu. If the Windows file system goes down though it can be taken out and
if the file system is fragmented it can be slowed down. It has its own swap
space and disk space that resides in c:\ubuntu\disks\. In hosting it Windows
does nothing other than provide the space. The magic is on the Linux end
where these are seen as real hard drives and swap partitions. The only thing
that won't work is hibernation. If you hard boot Windows you can't get into
Ubuntu until you enter Widnows and then it can successfully mount Ubuntu
after you re-boot.

WUBI is not as good as a full installation of Ubuntu for a few reasons. WUBI
is containerised and cannot grow dynamically. It can't hibernate. It is
subject to Windows which is more crash prone. It requires at least 5 GBs of
available hard drie space. You can move a WUBI installation to a partition
should you decide to move onto a dual boot situation. This requires a
separate script that you would have to Google to find. It is a good
introduction and preferable to the Live CD in giving you a better user
experience.