I've been searching around for an answer to this, but there are so many phones, with so many specifics, I haven't found a scenario like mine yet. I bet it is something simple though.
I am using a RAZR MAZZ now, but had the same problem on my Bionic, which my wife now has.
When hooking up via a HDMI cable, I cannot get sound for AVI movies. I don't know all of the specifics yet, but I have tried using MX player and the regular video player to play movies I put on my sd card. They play with sound off of my phone just fine, but over HDMI they just have video. No audio. Thus far, all other audio works over HDMI. Like short video clips I recorded on my phone.