I'm a little confused. You say that it (the skin?) doesn't load and goes straight to windows XP. ....where else would it go?
Just some of the normal stuff to try:
1. In the Settings tab of WB, under Override Default Settings, there's a checkbox for
[] Play sounds defined by the skin (if any)
Have to make sure that's checked, of course.
2. If you just want these sounds for yourself, you can set them manually in the windows control panel under sounds & audio. You can set sound effects for those events and many more. In fact, checking it right now shows me that there are events I can set for my Logitech mouse's buttons! Never knew that. 