MSI motherboard with HDMI output

Wanted to move desktop to HDTV for Hulu; and 8 year old box wasn't a
candidate.

Bought an MSI NF980-65 because it had an intgrated video with HDMI output.

Built the box, dragged browser from monitor to tv, great picture; no sound.

Have been googling and finding this issue resolved when using Vista or
Win 7 by enablng SPDIF in the sound panel.

Using Win XP. The only audio devices listed are the onboard Realtek,
and the modem. No spdif like what Vista or 7 has.

Looking at the integrated peripherals of the BIOS, there is an Audio
HDMI Select option has HDMI and SPDIF out as options. The current one
is HDMI. Would changing this make it utilize the hdmi cable for the sound?

The sound currently comes out the speakers by the computer monitor, but
want it carried to the tv hopefully over the hdmi cable.

Help.

Thanks

Mark