How to set up Apple TV for airplay question

I have a video streaming to my iPod Touch. The video has an Airplay icon. When I hit it I have the choice of playing sound on my iPod, or the Apple TV or my Express. If I select Express, sound comes out of my receiver and attached speakers. When I select Apple TV I get nothing. What setting do I need on Apple TV to get the sound? If the choice had been to stream video what setting would I need for that on the Apple TV? Apple TV works fine for streaming from iTunes and iPhoto from both the iPod and desktop.