This may sound dumb, but is the volume turned up? Sometimes there is more than one control for volume.

For example if you are listening to iTunes, iTunes has it's own volume control and then you have the system volume control (if you hit the volume buttons on your keyboard or that little speaker icon in the top of the screen) you are only adjusting the system volume.

My speakers are ok, they do not get terribly loud. If you are in a quiet room the speakers will get plenty loud, however if you are sitting on say an airplane, they will probably wane. External speakers are almost always going to give you better and louder sound.