Well obviously you need to load the audio drivers. I say obviously, because XP is an Operating system, and has nothing to do with the audio on whatever PC you have. All audio hardware needs it's own driver.
Most likely, an audio driver didn't get loaded with the OS. Go to the manufacturer's site for the audio driver. If it came embedded on your motherboard, then install the CD that came with your MB.
check to see if the drivers are installed....Right-click My Computer....manage.....Device Manager.....if you see any items with a yellow exclamation or red x next to them....right click them and select uninstall....Now insert your xp pro cd....right-click the small computer icon at the top...select Scan for Hardware changes.....then follow the prompts on the wizard....