After browsing the other posts with a like issue, I am not sure if I have the same problem.
I have several games installed and all have fine sound. I have them installed individually and using the Steam license. Defense Grid is installed through Steam. I am running Half Life, Dark Messiah, and many others. However, Defense Grid is the only one without sound.
I am running the Turtle Beach Montego sound card.
Any suggestions on where to start?