I love NEC drives

Troubleshooting sound can be difficult. First verify if the speakers and interconnects do in fact work. Then you can go into the control panel and under sounds try highlighting some of them and click the play button. Especially try picking some of the really quick sounds like 'default beep'. The play icon should change pretty quickly. If it takes a few seconds to go from play to stop to play (icon) then it could be an OS or driver issue.

Either way, try uninstalling and installing updated sound drivers couldn't hurt either.