I bought a new laptop 4 days ago, it's type is HP Pavilion dv 5 and there is no sound coming out of it!
I put the headphones of my I phone the only sound that worked is when I played songs fron I tunes but there is no sound coming from neither windows media player or real player!!
When there are no headphones,there is no sound coming out from any programe!
Please help me!

First, make sure the speakers on your system are installed and working.

I'm assuming you're running windows vista, as that is the stock for this machine. In which case, you would go to start, control panel, hardware and sound, then select [Manage Audio Devices] under sound.

There should be a window that pops up, with an object most likely labeled "speakers". It should be there, with a green check, and the word "working" next to it.

If that isn't correct, and this has been like this since the day you bought it, then you need to take it back and get an exchange, as that should come stock and installed.

After checking above first (sound icon in control panel) also check your mixer settings to make sure nothing is muted

Right click on the speaker next to your time and choose open volume mixer and make sure nothing is muted there

Yes, but that is only if the speakers are recognized, installed, and working.
If it is not one of those three things, then it is a manufacturing problem, most likely, and just easier to take it back.

But it can't hurt to go one step ahead, we don't know if the OP is going to come back, or when someone is online if he does.