Please check out if your sound driver is installed,. Right click on my Computer/ properties / Hardware/ choose the Device Manager and check out if there is a yellow exclamation mark near the audio devices option...

If this is the case then, your sound driver is missing and needs to be reinstalled...could you please give us some more information about your PC : is it a laptop or a desktop PC , do you known what sound card you possess.

Hi :)

It may depend on which version of linux but this forum should be able to help
http://www.linuxquestions.org
as it deals with a huge range of different versions of linux but is dedicated to linux support. Also if you are running Windows Media Player in linux then it would probably help to just use native linux ones instead. Windows stuff is bad enough without trying to run it on a different OS. Things like Vlc, Totem, MPlayer, Xine and so on and on are usually much better players anyway. If you have to run Win Media Player then maybe try looking it up in
http://appdb.winehq.org/
but really you would be better off looking up native linux apps in something like
http://wiki.linuxquestions.org/wiki/Linux_software_equivalen­t_to_Windows_software
or better still use the "package manager" in whichever linux distro you have in order to use it's search features to find stuff you want.

It might be worth popping along to
http://distrowatch.com
to see if you recognise which of those versions of linux you are using. If you see your version listed down on the right-hand side then click on it and navigate to the "User Forums" for your version of linux. They should be able to give much better help in there.

It sounds like an Alsa issue but it might be worth trying these troubleshooting guides even if yu are not using Ubuntu as a lot of the advice is on the command-line which is almost identical in all the different versions of linux
https://wiki.ubuntu.com/DebuggingSoundProblems
https://help.ubuntu.com/community/SoundTroubleshooting
or perhaps visit the Alsa wiki and take it from there instead
http://alsa.opensrc.org/index.php/Main_Page

Good luck and regards from
Tom :)