Ok, I just figured out the fix for my NO AUDIO problem when playing back a DVD.
Here's a brief scenario of what I WAS doing:
1. Create a movie with sound in Windows Movie Maker
2. Add this movie to a MyDVD session
3. EDIT the movie again WITHIN MyDVD
4. Turn down the volume of the NATIVE AUDIO track and ADD ANOTHER AUDIO TRACK
When I burned my DVD with the above method, I'd get NO AUDIO on DVD playback.
Instead of TURNING DOWN THE NATIVE AUDIO, there is an option if you RIGHT CLICK on the main video file to show you different audio tracks. Tell it to show you the NATIVE AUDIO track. Then you'll see it on the bar just below the video.
Now RIGHT CLICK the NATIVE AUDIO track and MUTE the sound (it's an option!). Now you've got free access to add an external sound source.
Once I burned this to my DVD, it worked great! I didn't even have to mess with the audio settings under PROJECT SETTINGS. (Those settings should work fine with any audio option).