Need help with my vga cable,I have no sound

Hi everybody,today for Christmas I received a new monitor,it is a Samsung 19 inch 963 UW.I must tell you first that I will only use it for my Xbox 360,never gonna use it for my computer.I don't know if it is important,but I figured that I would specify it.I already have my official Microsoft vga cable.I tried it with my old monitor with built-in speaker and the sound+picture was working.I plugged it in my samsung monitor,the picture is showing up,but there is absolutely no sound.I plugged it in the mic once and in the earphones plug.But,neither is working.So I would like to know how can I get sound from this computer who HAS built-in computer...The only time I hear a sound is when I raise the volume with the little button,I can hear a little BIP.

Thanks a lot guys and by the way,sorry for my english,I'M french

I understand,but my monitor is supposed to have built-in speakers...so I am not supposed to plug any speakersfcavalanche