Create a new folder on your desktop or wherever you like and extract the files. Double click on a file called dxsetup, which should update your directx10.
Here is a fix, i think it's a update for direct x 10
http://www.microsoft.com/downloads/details.aspx?FamilyID=0CF368E5-5CE1-4032-A207-C693D210F616&displaylang=en
A friend and I are having the exact same problem, we downloaded our game from steam and the sound in game (including the menu) is not working. I have the latest drivers for direct x and for my on board soundcard