I was working today but wanted to listen to Obama's inauguration speech. I noticed my client's (RDP) session was configured to play sound:
Under Local Resources, Remote Computer Sound was set to "Bring to this computer."
But sound via the terminal services connection was not working. Reading up on this very nice Win2K3 tutorial site:
I saw that I was missing the server side configuration. What you want to do is open up the Terminal Services Configuration applet (either under Control Panel -> Administration -> Terminal Services Configuration or Start -> Run -> tscc.msc) and select Properties on the RDP-Tcp connection.
Therein, select the Client Settings tab and under the "Disable the following" section, uncheck Audio Mapping. In order for the new setting to take effect, once you uncheck this setting, you'll have to logoff and log back onto your remote server.
Et Voila! You'll have sound through your RDP session!