First of all make sure u have the sounds enabled:
plus > preferences > instant messages > commands and tags (tab) enable (check) "allow the use of commands and tags" and "allow sound commands"
After thats done check again wether u hear sounds or not...if not try if it works when u change codec:
plus > preferences > general options > sound config (tab) (for me that one is set to MPEG1)
If after all that still nothing: go to windowsupdate an install/reinstall Windows Media Player 9
Good luck
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