No sound thru HDMI on 8600GTS

I just got an MSI 8600GTS, and want to hook it up to my HDTV using HDMI. I have HDMI on the card and the TV, so connecting is not a problem, and it works. However, the sound does not travel with it. It came with some little wires and there is an 'outlet' on the card's mainboard, but I can't figure out where the other end of it goes. I looked online, but couldn't find any info! Also, I don't have a sound card to hook up to the tv's audio input or anything, just computer speakers. Any tips?

Dell Dimensions 4700
Pentium 4 Prescott 2.8GHz w/HT
Vista Home Premium
2.0 gig's RAM
40 GB SATA HDD
160 GB SATA HDD
Mirco Advantage DVD+/-RW
MSI 8600GTS Diamond Plus (PCI-E)