First of all, check your system sound settings, it might sound dumb, but i have reasons to say this:
1) By default, sound is turned ON in RPGmaker games
2) I spent an hour today trying to fix a printer that wasn't connected to USB port. It's owner forgot about this simple part, and WinXP somehow kept telling me that it is connected. Now i'm angry and suspect everyone around in forgetting simple things. Sorry XD
If it wasn't helpful, press F1 and check "Play BGM and ME" and "Play BGS and SE". Also, i just discovered wonderful effect from pressing F6 and F7 Oo
P.S. Yummy, i would really like to type a praising post, but i'm doing my best to hold before release of Ch1. But i'm praying for your good luck ^^