Well, ADPCM stands for "Adaptive Differential Pulse Code Modulation" and it is a codec for sounds (generally .wav files) on your computer.
Its possible you dont have a playback device selected. To test this, goto
Start > Search and search for *.wav
Then try opening a few, if you still got the same error then you dont have a playback device selected.
To set a playback device goto Start > Control Panel and double click Sounds and Audio Devices
In the Playback box, click the playback device that you want to use in the Preferred Device list, and then move the Volume slider to the value you want.
If this doesnt work, let us know what game you installed, what type of soundcard you have and the error message exactly as it appears word for word.