Sorry for the reply delayed!
If you get no sound with the converted file, please check whether you have checked "Frame to fame"mode.
Because the movie in captured by single fame individually in this mode, it is imposible to get the sound at the same time of capture. But you can import an exist sound to your movie in conversion parameter settings.
If you have choosed interactive mode, please check your system record setting to see if the "Stereo Mix" ("Wave out Mix" on some computers) is chosen as the input of recording. In Conversion Parameters dialog, click the speaker button and you will see the "Recording Control" dialog. Try to find the option "Stereo Mix". And check its box to make it is selected or uncheck the box to make it is NOT muted. For details, please read the chapter "Record Audio from Current SWF File" of Help document.
Hope that helps and have a nice day.