When you have multiple audio devices, you need to select one in Windows Control Panel - Sound.
GeForce GTX 660 (OEM)
Audio Input for HDMI - Internal
7.1 Channel HD audio on HDMI
Unfortunately I did check the BIOS setting for the audio and set it to enabled. I also disabled the other video drivers and still no audio.
Click the Windows 7 Start button
Select Control Panel
Select Hardware and Sound
Select Manage Audio Devices
You may have this automatically set to HDMI audio from the video card when the card software is installed.
You will have a playback choice of the audio from the speakers if they are plugged in.
I exchanged the motherboard today and as soon as I did it worked. Looks like it was a bad MB.