How to get audio through HDMI?

I've been trying to get sound through my tv whenever I hook it up with HDMI, but I'm not sure if I'm doing it right. First all, the sound seems to evidently come from the laptop, which I'm positive is not supposed to happen. Second of all, the sound shuts off every time I go to a new window. Am I supposed to have a seperate plug to plug into my headphone area? I've set my sound as default and all that stuff already. I've also tested the sound in the control panel ; it works perfectly. Thanks.