So that means that sound card is installed properly and you don’t have yellow exclamation marks in device manager?
Hmm usually with every program you should be able to listen audio… Regarding the flash videos I would try an update of Adobe Flash Player. Make sure you have installed the newest version of this program.
In Windows sound settings you can check the default audio output device. Make sure that internal speakers are the default settings.
By the way: Do you notice this problem with external speakers too?