When I RDP to a machine I am unable to get the sound to work.

Many times sound is disabled unless the OS is running on a machine with a sound card. However, it may be possible to activate it for RDP. 
First thing is to change the windows audio service startup to automatic from disabled and start the service. This can be done by running services.msc from the run dialog. Next, go to start / run and type tscc.msc to load the terminal services console to change some settings. In the connection tab, double click on the Rdp-tcp row to get the properties tab. Unselect the "Audio Mapping" option there and save the settings. Make a new connection to the TS Server and the sound should be active.