I would check your connections and possibly visit a GPS store near you for help.
There is no need to do anything to set up in the StreetPilot. It should work by simply switching the cable from the car cigarette adaptor to the power/audio cable. The sound would come from the speaker on the car cigarette adaptor or a speaker plugged into the (2.5mm) audio out jack on the cable for motorcycle.

This sounds like either a bad speaker or a bad cable

Do you live near the Bay area in California?