If you are happy enough with the onboard sound then just leave it. If its not all that good then by all means try the sound card but onboard sound is a lot better than it used to be. A few years ago it was absolutely aweful, crackling and hissing coming through the speakers, not good at all. All the onboard ones I have seen now are really rather good unless you are really into sound ie if you're a musician creating music and that sort of thing.
If you do try it do remember to go into the BIOS and disable the onboard sound as otherwise you'll get some rather strange effects.