Go to Playback devices in Windows and set the laptop speakers (or whatever your audio device normally is) as the default device. Sometimes connecting a video cable that carries an audio signal (like HDMI) will cause the computer to default to that for sound output.
Go to Playback devices in Windows and set the laptop speakers (or whatever your audio device normally is) as the default device. Sometimes connecting a video cable that carries an audio signal (like HDMI) will cause the computer to default to that for sound output.
*facepalm* I overlooked "VGA" and was thinking DVI. VGA does not carry an audio channel, so you may be out of luck. Do let us know which adapter though, just so we can verify things for you.