Rob was right on target. Here's another way to look at it. Sound is a wave in air, as an ocean wave is a wave in water. But ocean waves stop at the shore because that kind of wave doesn't travel on land. The land doesn't "wave" because it's too stiff. Sound doesn't travel in space because there is nothing at all to wave.

In space, no one can hear you scream. So if you're screaming in your spacesuit, the waves in the air in your suit hit your helmet, causing it to vibrate, but those vibrations cannot travel to someone in a spacesuit floating right next to you. On the other hand, if your fellow astronaut touches his helmet to yours, the vibrations of your helmet will transfer to his, which will cause the air in his suit to vibrate and then cause his eardrums to vibrate so he WILL hear you. So if you're ever in space and your radio is broken, you can still communicate with your fellows by just touching helmets with them so the sound can travel from your vocal cords to his eardrums.

It gets more complicated than this, of course. For example, ocean waves travel through the water, as any surfer can tell you, but sound waves can also travel through the water and they travel much faster. Whales and sonar can pick up sounds produced miles away. These are both waves, but different kinds. The surfer rides a longitudinal wave, sort of like taking a Slinky toy and wiggling it back and forth, causing it to wave like a snake. A sound wave is a compression wave (in air or water) and it moves like the Slinky would if you pulled and released it repeatedly. Although both waves are caused by motions of molecules (in this case, water) bumping into each so the wave moves quite long distances but each molecule only moves back and forth a short distance.

Waves can move through empty space, a vacuum, but they aren't sound. These are electromagnetic waves, like light or radio. In this case, nothing is waving, but THAT, as they say, is another story...one that has been giving physicists fits for centuries.