I think Madster may have been a little premature in his reply... you see, if you're asking for help with playing a sound it's probably a good idea to include the sound you're playing, otherwise when we open your .cap and we don't have the sound, we can't hear the sound, and we can't help out too much.
So you should include the sound in a .zip with your.cap, but then the file may be too large for the upload forum, depending on how big your sound is. In that case you will need alternate hosting.
The preferred hosting service on this forum is Dropbox. It's very good.
Anyway, I went ahead and changed the sound to one I had on my system and I can't recreate the problem that you're having. When you say you're adding something to the event sheet and it stops sounds from playing, what exactly are you adding? I added a simple "+ Always -> Spray Can: Change color filter to black" and the sound still played fine.