Replying to myself here. I've now copied the .mp4 files the mac and was just ready to start play with iDVD. I decided to look at few of the files first, and found out no sound is played. The video plays fine though. I've looked through the quicktime options, but could not find a setting for this. The sound plays fine when I play a clip via youtube, so the sound does work and is at the correct volume. The files also played fine (with sound) on Windows.

Any idea what could cause this? Is this a codec issue? And if so, how do I solve this? (as said, I'm very new to mac)

Edit: I've now installed VLC, and everything plays fine with that, including sound. The problems seems to be with Quicktime.