no audio??

Long story short I have only one set of component on my TV (Samsung LNS3292D) I want to use VGA for my 360 and use that set of component for something else. However for some reason when I hook up the 360 with the VGA cable I don't get any audio. I've tried all the inputs on the back of the TV but still nothing, anybody able to help?? Thanks.

I should have been more specfic, I have the white and red cables hooked up as well and I've tried all the av inputs but I still don't get any audio. This is the cable I'm referring to:

http://www.xbox.com/en-US/hardware/x/xbox360vgahdcable