Signal flow is your friend. Make the shortest connection from TV to box. Check audio. See if recorded content has audio. Change input on tv to terrestrial signal and see if you get white noise. Check to make sure volume is actually up by using the hardware controls on the tv itself.
If your box is giving you a picture it's rather unlikely the sound is somehow broken on it. Test another HDMI cable as well if you have it. Also, of you have a camcorder or such, see if you get audio out of the TV via the RCA inputs.