I'm not 100% sure about KDE, but in the Gnome -> Preferences menu, there is a 'Sound' tool where you can select to 'Enable Sound Server Startup'.
You will probably also need to open the volume control and unmute / adjust your volume settings before you hear any sounds.
Many people have also encountered trouble with the volume repeatedly being muted after reboot (despite adjusting the mixer before rebooting). If you experience this issue, the way to fix it is to open a terminal window, and issue the following command (as root).
Code:
/sbin/MAKEDEV -d /etc/udev/devices/ sound
hth,
Jason
There is no 'CTRL' button on Chuck Norris's computer. Chuck Norris is always in control.