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SDB:KDE sound setup
This is sample of working configuration in few words and images.
Open Configure Desktop and click on Multimedia.
Click on Multimedia. This will open default screen on Audio CD setup. If you follow link that someone gave you then you probably need Phonon.
Phonon is multimedia subsystem of KDE. When you click on Phonon tab, it will open screen with 3 horizontal tabs. Default is Device Preferences.
Make sure that default for each type of sound is connected to your speakers. In this example that is Internal Audio Analog Stereo.
HDMI device that some users can see will send audio to the video card HDMI connector, not to computer speakers. In other words if you have TV connected to computer and you select HDMI input you will hear sound, otherwise not.
In Hardware Setup take care that actual device is what you are using. Again, HDMI is useful only in some setups with external devices that are connected to video card.
Now check backend. In this example it is set to prefer Gstreamer.
Although, Xine is no more actively developed, some users like it more.
In other words use what works for you.