I have not heard of people having no sound. Here's some ideas I have. Under the Sound menu, the top line I think is the volume. It should be at 100% , Make sure in windows vista sound mixer that you dont have the sound completly down for Freedo, remember vista has per app sound control.
It looks like FreeDO uses openal for sound. You didn't specify your sound card, which is really important to help you with your sound...

If it's a stand alone card, go to it's manufacture site and get the latest driver from there. If it's a chipset on the mobo, Check your mobo manufacture's website, or who ever made your computer's website to see if there is an updated sound driver. If the driver is old, I'd try going straight to the chipset maker's site and getting the drivers from there. Sometimes the computer manufacturers are lazy about the sound drivers if they deem that nothing is broken. Another thing, you can try re-installing OpenAL from the OpenAL site. Vista came with it I believe but it wouldn't hurt. And finally, good luck.