A few options...
I am not sure if you are running PRO or Express, but either way this should work.
Once your video is ready (or you just want another look at it, I check them a lot to make sure nothing is missing in Quick Time)
Go to export Movie to quicktime and make sure you click "export to quicktime conversion", you can also go to Export to Quicktime and check off exactly what you want, making sure it's ".Mov" (there are other formats, but I use .mov, so up to you. When the movie comes out it should be in .mov, if not go back and make sure its set up right.
Depending on your computer and film length it could take 30 mins. or more. I also suggest exporting it to quicktime and on to your desktop.
You may only being hearing sound if you only chose sound, so I would check your settings. Also make sure everything is rendered, nothing is locked that you want. You most likely just have your export features tweaked, once fixed it should be fine.
Here is one more thing if QT is acting funny by just clicking on the .mov. Go to QT and "open file" then choose your .mov off your desktop.
If none of this works, let me know your settings in "export" and I can help you, since there is the problem (most likely).