So for all of those who added your favorite music videos and waited for ever to get sounds on them here is the workaround.
Sound is “muted” by default on Windows DreamScene. But you can enable it by

1) Clicking on the Speaker Icon on the Taskbar and then from it clicking on the Mixer Link.

2) Once the Mixer is open notice that the mute icon below Windows DreamScene is Enabled.

3) Click on the Icon and you should hear the sounds coming.

How To Enable Sound For The Videos on your Windows DreamScene.

Although personally I would never want Metallica or LP playing on my desktop but there may be guys who are more livid. :-)

Related articles :

How To Add Videos To Your Desktop In Windows Vista Using Windows Dreamscene

How To Add Custom Videos To Your Windows Dreamscene.