SE2417HG, speakers and monitor question

Hi!

I just got the SE2417HG monitor to use with my 10+ year old HP desktop. I've discovered that the SE2417HG has no built-in speakers (which the 19 inch HP I replaced did). I have ordered speakers, but my question is this, I know there is an audio out jack in the SE2417HG. The computer is hooked up to the SE2417HG via the VGA cable. Will I be able to plug the 3.5mm jack into the audio out plug on the SE2417HG and get sound? My desktop is so old that it doesn't have any HDMI connections. I'm thinking that I won't be able to get any sound from the monitor since there is no audio input available on the SE2417HG to get the sound from the sound card on the desktop.

I think I'm going to have to connect the speakers to the audio out on the desktop in order to get sound, but I wanted to verify that I would not be able to get the sound from the SE2417HG with my current set-up. Is there something I might be overlooking so that I will be able to use the speakers connected to the monitor audio out plug? Am I correct in my line of thought?

Thank you for any and all help/suggestions that you can give me!