So the game works fine. I have sound when I fly on missions and all, but during the cutscenes there is no sound at all.

I know there are some threads here already saying to install AC3filter but I did that and it doesn't help. Do I have to do anything else after I install it? Do I have to run AC3filter and change some settings before I get sound in WC4 cut scenes?

if i remember i had to run it once and restart my computer worked fine aftewards. it still having joystick problems from my earlier post, oh well.

If you have video picture and no sound, AC3filter should have worked. If a reboot doesn't do it, it could be a levels issue. Sometimes the cutscenes are significantly quieter than the gameplay sections for some reason. However, some of the other codec packs have an ac3 decoder installed. Instead of ac3filter you could try installing the CCCP or Klite codec packs and see if that gives you sound.