Have you checked the settings in sounds...
iPhone User Guide
http://manuals.info.apple.com/en_US/iphone_user_guide.pdf
Try a Restart and a Reset...
Restarting your device
1) Press and hold the Sleep/Wake button for a few seconds until the red "slide to power off" slider appears, and then slide the slider.
2) Press and hold the Sleep/Wake button until the Apple logo appears.
Follow these steps to reset your device
Note: Reset your device only if it is no longer responding and the steps above do not work.
Press and hold the Sleep/Wake button and the Home button together for at least ten seconds, until the Apple logo appears.
http://support.apple.com/kb/ht1430