Yes, you have misunderstood exactly what happened then. Let me clarify. I don't have speakers on mine either, you don't need them.
When your PC starts to boot, the first thing it will do is POST (Power On Self Test) - this is the BIOS doing hardware checks, and you will see various messages pop up, but most usually just a "splash" screen with the name of the mobo manufacturer, name of the BIOS company and press xyz to enter setup, etc). Once this is complete, it will hit the hard drive and start to load stuff.
The first thing you should see it load is the GRUB boot menu, and give you a 2 second count down to hit ESC to enter the GRUB setup menu. Once this passes, the Kubuntu loader screen will pop up with a horizontal progress bar moving from left to right (not all that very different from a Windows loader screen).
As soon as the Kubuntu loader screen comes up, press shift and hold it down until the progress bar gets to the right hand side. This will guarantee that the AV Wizard detects you are pressing it. In reality, the decending beep occur shortly after this screen comes up, and the ascending beeps shortly before it finishes - so you really only have to hit the button once somewhere in the middle. If you don't see the loader screen because your screen is already blank, that's fine - its right after the GRUB menu. So wait until the screen goes blank, then hold the button down for a minute or so.
Now that you are sure you are in the AV Wizard, even if you can't see it, you can now use the number buttons. The key things to remember here are:
1) If you have a blank screen with a cursor flashing, or a text only screen, especially if it periodically flickers and then comes back - this means that X was unable to start up, and therefore the AV Wizard could not start either. This is usually an indication of a driver issue, or possibly a xorg.conf configuration issue - see the wiki article called Display Drivers and review any errors in your /var/log/Xorg.0.log.
2) If your screen is just black or No Signal, now you can hit '1' for DVI/HDMI - but remember, this means the AV Wizard needs to shutdown, and X needs to terminate, reload the new config file, then start up again, and start AV Wizard again before you will get any picture. So after hitting any key, you need to wait at least 15 seconds before deciding that it hasn't done anything.
