How is it done and is it allowed?
I'm not going to cover every method in every client here, so if you are a ZMUD fan then this will need some adapting. I intend to stick to what I know and talk about implementing it through MUSH.
Sound is accomplished through the use of triggers. Those of you (hopefully all of you) who have read the rules of Discworld MUD may be feeling cautious at this point. Are triggers within the rules? Well yes, they are. Triggers only break the rules if they are used in such a way as to allow your character to perform actions without any input being required from the user. For example, a trigger that made you heal yourself any time you dropped below a certain health level would be very wrong and could get you banned from the game. Sound triggers are legal as the only things they will effect are the speakers on your own PC. Other MUD players will be totally unaffected by your use of sound. They will not even hear the sound. Because the trigger causes no information to be sent back to the MUD it is totally within the rules.
Is it worth bothering? I think it is. It helps you spot text that you may otherwise miss as it scrolls past. Imagine you are selling lot's of items in a shop and a thief enters. Your character would certainly hear the door open behind him/her so why shouldn't you?
Let's move on to seeing (or rather hearing) some of this in action!