First, make sure all the connections are connected properly (I guess that's obvious, but it doesn't hurt to check
Next, does your computer detect the speakers? If you go into control panel, and click sound, it should say speakers. It also let's you test them, try testing them, and see if they are configured properly.
I would also recommend trying the speakers with a different computer, and/or trying another set of speakers with your computer.
"I think there is a world market for maybe five computers." - Thomas Watson, Chairman of IBM, 1943