What OS are you using? What is your Pc setup? And especially what soundcard do you have? I know some Dos sound drivers, but if I don't know for which card, it's just guessing and won't help you
EDIT: Oh, and to the patch Sordid mentioned: you should also know that this patch is mainly only the mssing files that were added in the Ks Saga. Whether you think this is legal or not and whether you want to use it or not depends on you. But imo you should at least know these facts before making the decision
You can get sound drivers from here: http://www.geocities.com/faustino909/bootdisk.html
It's a bootdisk which also includes them. No idea if they are different than your current once, though. You can also still download dos drivers from creative HP, as far as I know.
If that still doesn't work, maybe posting your autoexec.bat and config.sys help to fix your problem.
Good luck
I manage to get the sounds to work, i had choosen wrong on the instalation, but then a new troubel came along. after i "fixed" the sound the movies stop!?
I had that one, too, with VDMS. I had to change the DMA buffer or so. No idea what is similar in real DOS But this movie-crashes are also ause of bad sound drivers, so fiddling around with them a bit more might help. Sorry, if this doesn't help that much, but I mainly only play WC games under XP.
But maybe you'd also want to try to make a bootdisk for WC3 (maybe simply the one I linked, if you didn't try it yet)