in a really rare instance it also could be that the speaker is broken.
http://www.computerhope.com/jargon/s/spc.htm
Connecting the speaker to the middle two pins doesn't work, they're ground connections.
It is different on my board. On my board the two outer ones are - and + for a normal speaker and the centre pins are + - for a piezo buzzer. I suspect the buzzer is kaput as it did not run even on a battery.
I did that test a few minutes before checking in the forums here.