Requesting support 101: please explain what OS you are using and what measures you have taken so far to attempt to resolve your problem (in this case, how you've configured sound in SC3 and what sound card emulation and/or hardware you are using).
I'm going to guess that you're on XP. First question: have you run the setsound utility for SC3? If not, do it: use "General MIDI" for music and "Sound Blaster" for digitised sound. If that doesn't help, try installing and using VDMSound.