I wrote that VMware Server doesn't support sound from your guest VMware sessions, but that's wrong. The actual limitation is that it doesn't support sound when your client console is connected to a remote machine running VMware Server. The sound appeared to be disabled in my guest sessions on my laptop initially (i.e. the sound icon had a 'disabled' icon superimposed on it), which confused me. I'm not sure what changed, to be honest, but the sound is fine now, and it does indeed work for the client sessions on my laptop.