I agree completely. I note HDMI was forced on the computer industry from the home theater entertainment equipment industry - primarily because the major big screen TV makers happen to be the same major makers of computer monitors. But most users have separate computer speakers and don't use those integrated in some monitors.
This means audio needs to be routed through the graphics solution. So you may need to look at your graphics solution drivers or graphics control panel. Otherwise, I was going to suggest the headphone out to RCA in solution.
