since your monitor is a "plug and play" device , the computer most likely recognised the monitors sound abilities and used it as the main audio source and disabled the computers internal sound card.
There are multiple ways to change things like this but it all depends on your version of windows (assuming you are running windows).
you can go to start,controle panel,hardware and sound,sound, and under the playback settings it will show the available devices for audio output. (this is on windows 7).
you can also go to start,control panel,system,device manage and then you can right click on the sound,video game and game controllers setting and scan it for hardware changes.
Like I said before though, there are many different ways to go about it and on many different operating systems....so its hard to give you and exact set of instructions on how to do it.
also you will want to try plugging the jack into all the ports in the back of the computer to make sure you have it plugged into the right one.
normally the pink port is microphone and either green,black or blue are normally audio out but it varies from manufactures.
I worked on computers for a good 10 years and still dabble in it a bit so if you have any questions about it....ask and I will try to help you as best as I can.
