R u using onboard audio controller..........if yes, then does it support multichannel speakers? Check this first.
For 5.1 channel sound card, the color code for connectors are as follows:
PINK -> microphone
LIGHT BLUE -> line in
LIME GREEN -> front out/headphone
BLACK -> rear out
ORANGE -> s/pdif(digital) or centre and woofer(analog).
So connect accordingly and u will get the audio.
For more information on sound card and its connectors see this:
http://en.wikipedia.org/wiki/Sound_card