Have you considered embedding sounds in a transparent, 1x1 pixel Flash movie, and sending signals to this movie via JavaScript? Yeah, it assumes that the user has the Flash plugin installed, but most users do.
I haven't done much work with Flash, so I could be mistaken, but I think this is possible.
You may also want to check out Wimpy—specifically, Wimpy Button. It costs money, but it's relatively cheap, and it works quite well.