Before you login to your remote session, click Options and go to the Local resources tab in the Remote Desktop Connection window to adjust remote sound settings.
If the workstation runs Windows 7, Server 2008, Vista, select Play on remote computer option.
If the workstation runs Windows XP, select Leave at remote computer option.
If the workstation runs Windows 7, Server 2008, Vista, select Play on this computer option.
If the workstation runs Windows XP, Server 2003, select Bring to this computer option.