I got an SR5240AN Desktop PC in XP (it was originally Vista but still no Sounds),
I have installed the latest drivers for the sounds.
This is the list in Device Manager:
- ATI HDMI Audio
- Audio Codecs
- Legacy Audio Drivers
- Legacy Video Capture Devices
- Media Control Devices
- Microsoft Kernel System Audio Device
- Microsoft Kernel Wave Audio Mixer
- Microsoft WINMM WDM Audio Compatibility Driver
- Realtek High Definition Audio
- Video Codecs

They're all working and fine, I tried with other speakers and still no results.
Please someone help my problem :(

Silly thing, but I noticed you did not mention if you double checked that it wasn't muted. Also go into the Windows sound options and make sure that something like "Speakers" is set as the default playing device, and not the Digitial Audio. It's possible that it's trying to play through your HDMI output.

Everything is OK I fixed my problem
I disable the Audio Codec from BIOS and place a sound card
Instead of using the mobo, now I can finally hear sounds :)
The problem was that the Legacy Drivers which stops me from using Realtek,
They meant to be Realtek not Legacy (its strange)