Idiots guide to setting up sound

[#1]

Just build my own PC. Winfast 6100M2MA motherboard with an AMD Athlon 64 Processor 3500+ 2.21GHz and 1G of RAM, running with XP.
All running fine except for sound. Cannot get it to work with either Headphones or speakers. When I go to Control Panel and Sound on the volume tab, I get 'No Audio Device.
Am I missing something here?

[#2]

Did you look at http://www.fixya.com/support/t780402-installed_xp_no_audio

[#3]

Looked at Sound and Audio devices. Nothing either highlighted in yellow or in yellow text. Am I looking in the right place?
I assume I have to get to the bios from start up?

[#4]

Did you install the motherboard sound drives and is the sound enabled in the bios

[#5]

Believe so. Installed what i sthought was everything off the motherboard disk. Think I even had a number of installs to make sure!

[#6]

most motherboards come with a sound chip on them, so check that install disk and also check in the bios that sound is enabled.  if you still get no sound, you might need an add-on soundcard.