Is the volume turned up? Make sure you have the correct audio Codecs installed and that your sound card supports the audio format.
99% of the time the absence of audio means that you do not have the correct audio Codec necessary to playback the audio stream.
Try loading the DivX video in HeadBand's GSpot application (http://gspot.headbands.com/ ). If you do not have the Codec it will tell you what Codec to download. You can click on the render button to see if you have a filter installed that can playback the DivX video.
Most Codecs should be widely available on the Internet for download.
To test the rendering of the file - Near the bottom of the GSpot Windows, under MS A/V Click on "1" then "2"