If the product number of your camera is within the range below, refer to the following URL.
0010001 - 3000000
9000001 - 9330000
http://helpguide.sony.net/dsc/1740/v1/en/index.html
MENU 1 [Audio Recording] desired mode
When [Audio Recording] is set to [On], the sound of the lens and camera operating will be recorded.