When you preview the DVD in DVDA before burning is there sound? If not is there a sound file noted in the media listing when you highlight the video to be played. Its possible you did not import sound with the video.
If you rendered as suggested that is use MainCncept DVDA compatible MPEG2 stream for the video and AC3 for the audio and render separately, you need to be sure that the two files have the same name and are in the same folder. If you do that, when you bring the video over, the sound file will automatically come with it.