Check that green checkbox at http://s175.photobucket.com/albums/w146/rproffitt2000/?action=view¤t=WMP_Speaker_NOT.jpg&newest=1
Sorry I don't have a screenshot handy but yours will have this if connected with HDMI.
And since you didn't reveal if this was a DVD I have no reason to mention that it is normal for many versions of Windows to do that. The reason is quite interesting.
PS. Hint? VLC PLAYER
i used a hdmi cable to connect my laptop to a hi def tv
i get the picture from the laptop but no sound. any ideas?