Now that I've installed Skyrim, I've decided to play it. I went on and clicked "New" and it started the game. I noticed that the horses hooves didn't clop and the blonde guy's mouth was moving but no sound was coming out. The only sound that I noticed was the bass drum when "Bethesda Game Studios" came up at the boot up. I decided that there was no sound at all in the gameplay and quit the game to look for answers.

Can anyone help me fix this?

Download your DirectX drivers again and install them. (Hopefully it will fix your problem)

http://www.microsoft.com/en-us/download/confirmation.aspx?id=8109

Does it matter where I extract the stuff to?