Hi chad54837,
Thanks for visiting Apple Support Communities.
If you do not hear alert sounds when your iPhone is locked, first make sure that Do Not Disturb is turned off:
iOS: Using Do Not Disturb
http://support.apple.com/kb/HT5463
If you do not hear sound from other applications either, I recommend the troubleshooting steps in this article:
iPhone: No sound or distorted sound from speaker
http://support.apple.com/kb/ts5180
Best,
Jeremy