Most likely your video has AC3-sound in which case you should install AC3-filter.
(See item
(4) of my
Help2Help-post which also has direct links to websites for download).
If it perhaps occurred after installing and then uninstalling e.g. another player maybe you have to re-register quartz.dll (
as covered by item MISCELLANEOUS (e) I don't have any sound any more!" of my Help2Help-post) as follows ([Start]>[Run]):
Win-XP system:
%windir%\system32\regsvr32 %windir%\system32\quartz.dll
Win9x/Me system:
%windir%\system\regsvr32 %windir%\system\quartz.dll
If that doesn't solve your problem please provide more info.