As a clarification to Alton987's comments, note that a lot depends on how the audio is connected to whatever device is playing the sound.
For example, with no audio codecs or anything other than Haali installed, my Win7 system plays DTS and AC3 (DD) content just fine. But only because I'm connected via SPDIF to a receiver that can decode them. If I were outputting to a receiver that only decoded DD then I would hear nothing when playing DTS tracks, unless I had AC3Filter or something like it installed so it could convert the DTS to AC3 in realtime during playback.
If you're connected to something that can't do either of those, again without AC3Filter installed and configured to decode, you'll get no sound.
Or, maybe you've got everything hooked up fine but the sound output device isn't selected properly in one of a couple places such as the Sound Playback Device selection screen.
Or, perhaps the HD audio track is seen as the first audio track but your playback device can't handle it?
Marc