Live streaming from PC to TV

Hopefully this is the correct forum for this.

There are times I want to watch various live sporting events that are not available on my TV (thanks Canada). I just picked up an HDMI cable and ran it from the laptop to the TV. Made the correct setting on the TV for HDMI. The video came through just great without any setting adjustments on the computer. However, the audio just comes out of the computer and not the TV.

Is there some setting changes I need to make to one device or the other to get the audio from the TV? I am far from any kind of electronic guru so please make your responses simple.

Thank you.

Thanks for the response Peter.

I don't see any HDMI item in any of my Sound or Audio properties. Am I looking in the wrong place? I'm using Windows XP if that matters.