Care to give us a little more info to go on? Our collective crystal ball is cloudy and we can't see what you're working with.
What is the source of the movie file? Is it captured footage from DV or a file you imported? What codec is used? If it's a muxed MPEG file you;ll have to demux it first before hearing the sound in FCP. Or is it a file you exported from FCP? Again, which codec? What program are you trying to play it in that you can't hear the audio? So many questions ... so little information to go on.
-DH