System Sounds Not Working

I don't know when this started to happen, probably not caused by me though, but my System Sounds don't work anymore. You know how when you change your volume in Windows, it makes a beeping sound to tell you how loud or quiet you've turned your volume into? Well, it doesn't make that sound anymore. But, I can still listen to music and sounds of my own or in games, etc., just not "Windows generated".
I think the problem is some wrong setting in the Sound and Audio Devices Properties of the Control Panel. I am using the Windows Default sound scheme, selected at the Sounds tab. For the Default Beep, "Windows XP Ding" is used, and I could play it perfectly well in the configuration window, but not if it is automated by Windows (i.e. volume control, error, etc.). I can also see sound settings for MSN Messenger, which is also muted right now, so that's why I think it's the error of the configuration.
It's a bit hard to explain, so if you don't get what I just said, reply with questions.
Ooops, almost forgot the ultimate question: How do I fix my sound and get it back?

I had problems with my sound beause I was plugging an HDMI cable in and out. I fixed it by taking it in and out a few times until the sound returned.