I've been trying to use the cmus audio player but can't get it to produce any sound.

I can play audio through other apps like rythmbox, banshee, mplayer, vlc etc with no problems but with cmus, nothing, nada , nil.
I'd like to use it. On Windows I loved foobar, so I like minimalist audio players & cmus kinda reminds me of foobar.

I can't help thinking I'm missing something very basic, I've been using Ubuntu for two weeks now, I'm still figuring things out.