No sound

I just downloaded VLC Portable and tried to run both a movie and music on it (not at the same time!), but can't get sound on either. The picture is great, but no sound. I have it loaded on a Seagate 100GB portable hard drive, and have it plugged into an HP Pavillion zd7000 laptop in an HP docking station. The sound card works fine, because I can get sound directly from the computer. Any suggestions? Thanks.