What operating system are you using?
You might need to do some updates before you can use the
speakers.
Go look at the CD that came with your motherboard.
For my system to recognise the soundcard, I need to first install
the "INF update", then "Microsoft® UAA Bus driver for Intel® High
Definition Audio". If I don't, my system will never recognise the
internal soundcard.
If you using Vista, don't think you need any drivers.