That is because DVI is a video only format. HDMI is video and audio, but the DVI adapter is stripping out the audio.
I have an LG-rz 32lz55 tv and i have PS3, i have recently purchased a DVI to HDMI converter and the picture quality is great but there is no sound whatsoever. I have tried changing the audio output settings to the red and white cables but there is still nothing. Is there a way i can get sound without buying any external cables? If so, help would be much appreciated, if not it still would be.
Many thanks in advance!

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