Q: How do I change the audio output settings on my MacBook Pro?

In most cases you just need to use an audio cable to connect the MBP audio out (headphone out) to the audio in on your TV.

Only certain MBP models were able to pass audio via the miniDisplayPort->DVI/HDMI output.  Hard to tell if yours is one of them or not.

Check the model of your MacBook Pro against the list in this Apple tech note. If yours is new enough, you just need an HDMI cable that supports video and audio. If yours is too old, you'll need to run a separate audio cable to your TV.

http://support.apple.com/kb/HT4241