The type of jack you're talking about is generally referred to as either RCA Preouts or Composite audio/video, the latter being the more proper.
That being said... The first thing that comes to mind for your problem, is have you installed the sound card drivers yet?
Here's the deal-
I'm trying to set up a set of old home theatre speakers to my Windows Media Edition pc. The speakers only go through the RF cords (I think that is what you call them, the red and white audio cords.) And even though I have the RF receptors in the back of my computer to plug them into, the sound still doesn't work. How, if there is a way, would I be able to set up these speakers to play sound coming from my computer?