Application Sharing Problem

My friend (Computer A) is sharing a music software. This software is a music
theory software that teaches beginners on the theory of music. Recorded
audio instructions is included within the software. It's like having a
talking music instructor.

I could see and I can take control (Computer B) on the above mentioned
software, but I cannot hear the audio instruction in my Computer B. Audio
instruction however is heard on Computer A (my friend who is sharing the
program) but not on my computer B.

Need help to hear audio on my Computer B. Thanks!!