I recently bought VDL 2.5 and connected to Finale 2007 and I can't get any sound out of it. I also tried to play my itunes and no sound from there either.  I'm not sure what to do. I dont have a midi keyboard. Need help.

You don't list your system specs so it's difficult to find a solution. However, the fact that you can't hear anything via iTunes points first to an audio/sound card potential problem.

Dell Inspiron  Intel core 2
Windows Vista
Finale 2007
VDL 2.5

I also ran a systems sound check on my computer and there were no problems. Things play fine on youtube but when i installed VDL 2.5 itunes stopped working and finale 2007 has no sound either.

VDL wouldn't make iTunes stop working.  Might want to check out http://www.finaleforum.com/forums/