Actually, you really cant save a scene with the audio into it while rendering etc. The audio that you use in Layout is just for reference... all the audio has to be put into the animation after it has been rendered, by using a video editor eg. Windows Movie Maker (which comes with Win. XP) If that's what OS ur running on...
So just impprt your rendered scene into Movie Maker and then also import ur audio file in there aswell.