Which cable are you using? DVI needs separate audio cables for DVI sends only video. HDMI will send both, now the next question is what Cable Box your connecting to your TV, I have comcast and the box I have (SA 4250HD) has a audio setting where if you set it HDMI is send the sound to through the HDMI cable BUY if you set it to Dolby Digital it sends it through it's Audio Output which is in my case connected to my Surround Sound Receiver, unfortunately it will not allow me to send it to both at the same time..
We can help you more if we knew your setup..