It could be a few possible things. Please forgive me for asking - I am just asking in case it could be the following. How do you have your speakers or headphones set up? Are they connected to the ux2, or are you using a sound card in the computer?
In case you are using another soundcard, you will need to connect your headphones/monitors or whatever, to the ux2.
If its not that, then can you tell me if you get sound when you play an audio file on the computer?
If you can't hear any sound, then it is probably that the ux2 isn't enabled in windows' recording/playback devices (not sure what it's called in win 7 - but the little speaker symbol bottom right of screen. If you click that and go into the recording settings and also the playback settings, and make sure that the ux2 is listed in there, and that it is enabled. if it is not there, I think you just right click in a blank space in the box and it should give you the option of showing other devices or something similar. Then enable the ux2 and then go into it's settings by double clicking it and just make sure the volume sliders are up enough in the different areas. Then apply and then probably disconnect and reconnect the ux2 (maybe not need to do this) and check if it is now working.
Let me know if neither of these things help and I'll try and help more.