Is it on on board sound device or sound card? If sound card. Please go into BIOS
and disable on board sound device and all sound will play through the sound
card. If you are not for sure. Open up the terminal and input this command and
please post the reply from the terminal here.

aplay --list-devices

card 0: Intel [HDA Intel], device 0: STAC92xx Analog [STAC92xx Analog]
Subdevices: 1/1
Subdevice #0: subdevice #0

What is the make and model of your system?

What is your soundcard? If you have SB X-Fi the Creative drivers are
only for 64 bit Ubuntu and hardware. If you have a different card you
can probably find something on the ALSA website. Go to:

www.alsa-project.org/main/index.php/Main_Page

I have the X-Fi and ordered the SB Audigy 2 Value (an older less
quality card) to try and get sound on my setup.

Just a shot in the dark. I'd run into this in Gnome maybe as
far back as slackware 10.0 & also when I'd first booted ubuntu.
With slack, I'd have the volume all the way up, & nothing. Then,
I'd open xmms, & I'd find the volume there was all the way down.
Turning it up in xmms did the trick -- all sound worked fine.

I might have been able to find another solution in ubuntu, but
after a few days without sound, I'd downloaded & installed xmms,
found the volume down again, turned it up, & all sound
(naturally) was working.

I have no idea why system sound was turned down till after
installing xmms, it may be a Gnome issue.

Check Rhythmbox & anything else which plays music that you have
installed. If worse comes to worst, installing xmms isn't a bad
thing & will likely fix the problem.