first the hard drive....is it a western digital HD by chance? I had that problem once with one of them, jumper settings are everything. and of course the settings are different across manufacturers. it sounds like your OK now, but jumper settings are usually listed on the drive, or they can be looked up online.
sound- MSI board (I have one, so that helps), double check the jumpers, to make sure you have the front audio bypassed. it will be listed in the book for that mobo. sounds like you got that, though, so....
you have the onboard sound enabled in BIOS I assume?
after that, check control panel, sound and audio devices. click the tab on audio. ths will list what device is being used. make sure that is set to the onboard. then click advanced, lets take it down to 2 channel for a moment. get that working, then tackle the 5.1!
headphones are the easiest test, plug them into the green jack of soundcard, if you get sound, we are on the right track.
let us know what you find!