This is a 10% tentative answer.
Basically I am supposed to plug in s/pdif cable to my GT 9400
http://forum.kodi.tv/showthread.php?tid=60454
AFAIK, you can't get audio into the HDMI signal through the PCI-E connector (at least, not with the 9400GT).
Your card should have an SPDIF header, and probably came with a cable to connect to a motherboard SPDIF header. However, since you said your motherboard doesn't have SPDIF, you're going to need a sound card that has an SPDIF header, I suppose.
Make sure and check that you have the headers connected properly; those cables aren't universal.
There are several sites that say this.
The thing is I have no idea where that s/pdif cable is. I guess I'll just bring this to mechanic.
I finally got my problem solved.
Basically I go all the way to a store and change my video card into a realtek one.
While that works perfectly, mistery remains. Nvidia is a very popular card and all computer engineers in Jakarta would say that they never insert spdif cable. Nvidia should have worked too. Internet says it doesn't but there are tons of nvidia video card using users that would testify differently. This problem should not have existed in the first place even with nvidia card.