Sadly, many mobo's and cases don't have much for built in speakers. Mine has a tiny "speaker" type of thing about 1/2 inch around on the mobo. (no internal speaker on the case). When I run this program on it, it does play the sound, but it sounds faint, and rather tinny, reflecting the tiny size of the mobo speaker.
But that's the speaker's limitation, not the program's. This is on a WindowsXP box, btw.
For better sound, you'll have to either get a real internal PC speaker (about 3 inches across), and connect it to your mobo, or get the output of the program routed out to your external speakers.
Does anyone know how to do the latter?