You can try turning on in-game sound before hand (i.e. before you start playing a game) from the File|Game Setup menu. That initially worked for me.
There's also another bug (which I just recently started experiencing when I upgraded to DirectX 9.0c) where if you've enabled the in-game sound, you'll be able to play out a game just fine - but then when OOTP goes to generate the box score and summary at the very end of the game, it'll crash.
If you end up experiencing that problem as well, there's a couple of threads on here about it if you do a search (one particular post in the tech support forum was entitled "
Crash, Crash, Crash"). A guy named franco47 I believe discovered that if you do a combination of disabling Direct3D inside OOTP and play the game with your screen resolution greater than 1024x768, you can still have your in-game sound and avoid the "end of game" crash. It is a known problem with OOTP and so far this seems to be the only semi-reliable workaround.
Not sure if you have both problems or just the one - but hopefully with this info you should be able to get something to work.