The linux way of doing it (non-specific):
First, find out what happens when you log out.
--What files does KDE read for procedure?
I know that IceWM includes lines in the preferences file for logout options, commands to be run on logout, etc. Look for something like that in KDE or preferences.
--Find the appropriate place/file to insert a wait command after the soundfile is played, but before Xserver is killed. I wouldn't know the syntax, or whether KDE uses a file with scripts or lists of commands like this.
--Enjoy, knowing you did something the right way.
I'd consider using a shorter sound file to be an ugly workaround, something that would bug me for a long time