WMP only has sound through Yahoo ??

Hi,

I,m back again for more help, when I play a music cd through wmp, I can see
it playing fine but I hear nothing, no here is the weird bit, if I put on my
Yahoo messenger, my sound comes back on fine, if I mute messenger then i
loose my sound again, if I close messenger then my sound will still not play,
any ideas what I can do please.
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Many thanks

Gerald