Hi Yvling,
Can you check if your speakers are turned ON, or if the volume is on mute (or maybe the volume is set to a very low one)?
You may also adjust the volume in Little Math by going to the Playback screen -- at the bottom you should find the volume icon beside the PLAY button.
If your speakers and volume settings are fine but audio is still not playing in Little Math, kindly try downloading and installing the following codec pack (very commonly used and widely known FFDSHOW codec pack) to see if it helps:
http://d2.brillkids.com/upload/files/ffdshow-codec-pack.exeDuring setup, there will be a page called "Select Additional Tasks", and you will see "Decode the following video formats with ffdshow" and "Decode the following audio formats with ffdshow". PLEASE CHECK BOTH BOXES.
After finishing installation, no need to do anything else. Just reboot Windows and give it a try (or may not need to reboot Windows, but at least restart LM).
I hope this helps!