Even with HDMI connecting it?
Sorry, you actually need this too:
http://www.buy.com/prod/hdmi-cable-rca-audio-adapter-dongle-compatible-w-microsoft-xbox-360/q/sellerid/29345858/loc/101/216778383.html
More MS proprietary BS. I had googled this recently and came across someone saying that just using the RCA outputs worked, but googling again, everyone says it doesn't, and you need this. Luckily it has come down in price a lot from when it used to be $30.