If you are using the Standard Definition HERO camera, and are getting no sound when you playback your videos on Windows Vista, this will be due to an issue with Vista.   You'll want to be sure to update to the most recent Service Pack. You can go to www.Microsoft.com and download Windows Vista Service Pack 1 and that should fix the sound issue.
Windows Vista Service Pack 1:  http://support.microsoft.com/kb/935791