Greetings from the future!
I'm going to assume your problem worked itself out a few years ago, however if anybody else experiences this problem, I have just had it. Here's what worked for me (on KDE 3.5.9):
* Open up the Control Center
* Go to Sound & Multimedia->System Notifications
* Click the button near the bottom right that says "Player Settings"
* Make sure that "Use the KDE sound system" is checked.
* Click okay and test a sound. If this doesn't work, make sure that the KDE sound system itself is actually working by testing it under Sound & Multimedia->Sound System.