You are not getting audio because DVI does not export sound, so when it gets converted to HDMI (which does carry sound), it doesn't matter as there is no sound to convert.
Like mentioned above, you can get a 1/8 to RCA cable (Cheap),
or one of these
http://www.mycablemart.com/store/cart.php?m=product_detail&p=374 along with an optical cable to plug in.