If you run KDE 4.5 from trunk, you should be prepared for some annoyance: I fixed bug 237670, so KDE is now (again) able to play sounds whenever a standard message box appears.
Sounds used to be enabled since ever, but a little bug prevented the messages from triggering any notifications.
If you like the old behavior, disable the sounds using “kcmshell4 notify”, component is “KDE Workspace”, and the actions are all called “Messages”.
The fix is not in KDE 4.5 RC1, but will appear in the second release candidate.
Keeping Computing Personal 
KDE 4.5?
There is no “KDE 4.5” and never will be: http://dot.kde.org/2009/11/24/repositioning-kde-brand
@Markus: Some people don’t care about that, it is easier and shorter to simple write KDE as it was for the past decade, than writing the two SC letters.
KDE’s sound system is great – as long as it is turned off.