well, on kde, this would work (it works for me and ut2k3). change the executable command of your quake shortcut to have "artsdsp" (no quotes) in front of the existing command. example:
for ut2k3, the command to run it in the execute tab is like:
change that to:
of course use the path/command for quake. this little diddy doesn't work for every app though, so you'll have to find out which ones do by trial and error.
maybe try something like that with osd or esd.
or just use kde(???)