On the boot issue, it certainly sounds exactly like your HDD is not in your Boot order in BIOS. You need to go back in there and add it to the Boot sequence, and preferably move it to the top, above CD.
Typically, when BIOS boots, after it has done POST, it will then look at the boot sequence stored in CMOS battery backed memory. And attempt to boot from the devices in that order. If the particular HDD isn't in the sequence then it won't attempt to boot from it. Or if something else is first, and for some reason holds the boot sequence...
If it is getting to the HDD, the next step the BIOS does is go to the main boot sector of the disk and loads the code there and executes it. This is responsible for understanding the partitioning of the disk, finding which is the "active" partition, and loading the boot sector of that partion, then executing that code... which in turn actually loads the kernel boot strap code, and proceeds to boot that OS. So it is essential that the drive be correctly formatted with appropriate partitions and boot sectors. If you built using the DVD, it should have formatted and partitioned the drive correctly to do this. So it is most likely that your BIOS doesn't have the HDD in the boot sequence, at the top...
On sound, definitely check using alsamixer, etc, as suggested, and booting vanilla Kubuntu 0710 Live CD is a good test of sound compatibility. You may just need to install updated sound drivers. You should look up the sound chip and check on the (mobo or just sound chip) manufacturer's site for a Linux ALSA driver for that chip that is compatible with kernel version 2.6.22-14. Install that, then reboot, hold shift down during the Kubuntu loader screen to re-activate the AV Wizard. Configure the sound again, and check alsamixer again.