I and others possibly could help, although you're being pretty vague on you're description of what the program you're checking the box off in, and what game you're using. Here's my advice... you shouldn't be running a game as root though either. You should barely ever touch the root account unless you seriously have to. I can possibly help you on your permission denied error. This error might be coming from /dev/dsp, or /dev/mixer. Which ever it is, the case could be that it is chmodded so that you (and any other user other than root) can access this. You might want to try chmodding /dev/dsp to allow regular users to 'R'ead, and e'X'ecute. (I'm not 100% positive on this, although it's worth a shot.)
In shell assuming you're in the /etc/sudoers file... if not follow the commands below this one.
$ sudo chmod og=rx /dev/dsp
Logged in as root (or su'd)
# chmod og=rx /dev/dsp
Hope this helps your problem with the sound. As for the game, it just might be trying to process the signal coming from the soundcard so that it lags for a second then the frames catch back up with the game. Although I'm not 100% percent sure =)