No sound coming from Mac or TV when connected using VGA and RCA cables

I recently got a VGA adapter for my Macbook pro (Lion). I plugged the VGA into my television and then into the adapter which then went into my Macbook. I mirrored the images so I could have the use of my keyboard and mouse. Then I realized all of the audio was still coming out of my Macbook, so I found an RCA cord and plugged the corresponding ends into my TV and the other end into the headphone jack of my Macbook.

However, there is no sound whatsoever anymore. Coming from neither the TV or my Macbook.

Help! Is there something I am doing wrong?

I apologize if this question has been answered before.