In what movies you don't have audio any more ? .avi (divx and xvid) or in .mpg (MPEG1-MPEG2) ? Problem is not generated by TMPGEnc, but in other program you must have installed.
So, first of all try to install DivX 3.11 for MP3 sound and AC3Filter for AC3 sound. See what is happening. And tell us.