Dell Laptop to Sony KDL40 - Great picture But No Sound

Hello, when I bought a VGA to DVI converter, I was advised to not to bother buying the VGA bundled with a sound cable, and instead to just buy an audio cable that plugs from the laptop head phone slot to the TV. I must not be doing something right, because the picture is absolutely perfect, but I get no sound. I can't believe that if I would have bought a bundled cable, it would make a difference, vs. buying a separate cable (which I did). I've tried all the audio jacks I see on the back of the TV, but no success as yet. Anyone offer any guidance here? I even tried an adapter which changes the audio on the TV side from one pin to two. I'm lost.