If you try from kcontrol to set up sound for KDE events,
they are assigned but never played and can't even be played
with the "test" button. Sound works well with normal KDE
apps.
What I found was that in /usr/bin/startkde there's a piece
of code that check's if there's a sound card available:

. /etc/sysconfig/sound
if [ "$CARDTYPE" != "" ]; then
  sleep 1 ; kaudioserver
  (sleep 1 && exec kwmsound) &
fi

In my system /etc/sysconfig/sound doesn't exist. The actual
name for this file is /etc/sysconfig/soundcard and this
prevents sound daemons from being started.