Seems like the integrated audio on the Dimension 2400 isn't Linux
friendly and you have to resort to a plug-in PCI sound card to get any
sound :-( There are USB sound devices if you don't want to open up the
case to fit a PCI one but some of these are a pain to get working so
overall the PCI option is the better one.

As mentioned - do check out speakers / headphones on another audio
device but chances are they will be fine and it's the sound hardware
in the Dimension 2400 that's not compatible.