My DVD player does that sometimes - never have figured out why! But I found that if I unplug the player and the TV, and then replug and start again, the sound will come on.
For some people, the defect in the discs seems to show up as a lack of sound. The replacement discs that SNM is sending out soon should take care of this, I think.
Ouch. That's a tough one. Was it still sealed when you bought it?
You need to contact the seller immediately and get a refund. If the seller is legitimate that shouldn't be a problem (but they also would've know about the replacements, etc.).
I know hindsight is 20/20, but Cathe offers the best guarantees and customer service on her DVD's. It's really a risk to buy her merchandise anywhere else -- the prices on eBay aren't that much lower than brand new.
I had the same problem when I first received my DVD's from Cathe. I was really disappointed until I started reading some other posts about looking into the audio options on my DVD player. I got my Owner's Manual out and changed something in the Digital Audio Output section and it worked perfectly fine after that. You might want to check that out on your DVD player and see if it works.