Well, if volume controls are all up and the speakers are in the rear green jack and turned on and the Sound and Audio settings are all correct (and you have checked that the correct device is set there for audio playback) and your Mute button (if you have one) has been pressed a couple times to ensure not muting and your cd/dvd sound is enabled etc, then I don't know.
edit: just in case somewhere along the line you deleted a needed Windows audio component, get your XP install cd ready and go to Start and type 'sfc /scannow'.
edit again: ya know, just downloading and extracting the driver doesn't 'make it so' - you need to extract it to a spot and THEN tell the device to update drivers and THEN tell it to look where you extracted them to.
To install drivers from the internet:
go into Windows Explorer, left click on Desktop, then File, then New and then Folder - name the folder XXXDrivers (where XXX = type, eg, AudioDrivers)
go to the site for your driver, find the RIGHT one for your mobo and OS,(click on the nearest site to you if appropriate) and then download button - when asked where to 'save' the download specify your desktop folder XXXDrivers and wait until the download is complete.
Once it is done, clear your screen and click on the desktop folder and then on the file inside - if it is a zip or rar file it will need to be unzipped or unpacked - make sure if you are asked to specify where to unzip/unpack to tell it to do so to the XXXDrivers folder.
Once you are done that, uninstall the old drivers for the device and then select the device and specify update drivers and direct the search to the folder you made (don't let Windows do it).