First off, hello and welcome aboard! Please enjoy your time at DarkScarab.
Now your question.
Beerfaced wrote:It works when I use "alt a" but not when I render the animation. What have I missed?
And is this rendering of the animation with Blender Internal? Like you'll hit Render Animation (Ctrl+F12)? Try this:
Load up your file. Go into Scene (F10), Format Tab. Towards the bottom of this Format Tab, you'll see a bar with the name of a file format in it (ie, mine says JPEG, others include Targa, bmp, png, etc). Click on it and select a video format, I usually go with Quicktime. It'll open a window, set these parameters to whatever you wish. Now Render Animation.
There are probably multiple ways to get sound, I hope this one worked for you. If it didn't, I know for sure there are people on this site who've had experience with sound and can direct you to the correct answer.
"Along with 'Antimatter,' and 'Dark Matter,' we've recently discovered the existence of 'Doesn't Matter,' which appears to have no effect on the universe whatsoever." -The 5th Wave