What version of Premiere Elements do you have and on what computer operating system is it running?
When you have your instant movie on the Timeline, where do you have the Volume level? When it is at 0 dB that is the level of the Volume when it was recorded. That does not represent no sound. Please take the Volume all the way up to +6.0 dB and try for whatever you were doing. Do you now hear the sound on your exports?
I will give you better instructions once I know what version of Premiere Elements you have.
Some links to help you learn... ALL the links I have, since you did not post your version
Online User Guide http://help.adobe.com/en_US/premiereelements/using/index.html
-Page to download current PDF http://helpx.adobe.com/premiere-elements.html
-Previous versions http://helpx.adobe.com/premiere-elements/archive.html
Importing Video http://forums.adobe.com/thread/1065281
-and project settings http://forums.adobe.com/thread/1112086
Saving & Sharing http://forums.adobe.com/thread/1137128
-Sharing to DVD or BluRay http://forums.adobe.com/thread/1137645
-Sharing for Movies http://forums.adobe.com/thread/1051093
-Sharing for Computer http://forums.adobe.com/thread/1058237
Steve's Basic Training Tutorials... steps are the same for several versions
-start at http://forums.adobe.com/thread/537685
-be sure to click More Results at the bottom of the "tv" page