THX is just an add-on program. If a system doesn't have it, you can always just download and install it.
Laptop sound is never all that great, though you should get much better audio from the headphones than from the built-in speakers. (Those tiny laptop speakers are always the weak link.) THX TruStudio and SRS Essentials are a couple of audio utilities commonly-used to improve the sound. Most people do find that they help, so if you don't have anything like that installed, you could give them a try.
