Hi,
What are you playing audio through? A media player? A browser? Some other application?
Please run through these troubleshooting steps:
http://www.displaylink.org/forum/showthread.php?t=896
Does the audio randomly disconnect? Or after a specific event?
Lastly please attach the output from this tool:
http://www.displaylink.com/support/ticket.php?id=269
Thanks,
James