Muikea: I had the same problem too initially, although my problem might have been of a different shade. Let me share my experience nonetheless in the slight case that it might actually be of some help.
When I started the game for the first time a message titled "ffdshow compatibility manager" popped up saying the following:
"The application 'OVERSEER.EXE' has made an attempt to load ffdshow. This dialog is shown because this application is not listed in the ffdshow whitelist or blacklist. Your choice will be applied to both audio and video, if both are used."
With this message came the choices to either use ffdshow or not use it. The first time I tried the option of not using ffdshow and I had no sound in the videoclips; the actual gameplay had the music and the voice but the movies were silent that night. I restarted the game and this time chose to use ffdshow, and after that the sound worked everywhere in the game, no more silent movies for this P.I.
Hopefully there's something here that could be applied to your problem or to aid possible future helpseekers regarding the no sound issue. Perhaps someone else can eloborate this further, I unfortunately lack the technical know-how to offer further aid.
the only problem is if people select use ffdshow always or choose not to use always the menu does not come up again & then they are stuck as it doesn't come back again. the only way to safe guard this is to chose only this time, this way when they restart the game they can then choose the best way to go. once everything is working they can choose use always.
