Many of the *nix media players balk at playing mp3's because of possible copyright issues. I'm not sure if yours is one, but to get XMMS to play mp3's I had to download a hack from somewhere google pointed me. Try to find an .ogg file, and if that plays, the situation I have described is your peoblem.
Also check if any sounds can play. If you can play a cd or a .wav file off the net, and your only problem is mp3's, then look for a mp3 hack for your media player. If nothing will play, your sound card isn't installed well.