You can hear the system sounds fine, but no sound with multi-media?
(The system sounds should not be "random" so I hope that's just banter...)
This is not a sound-driver issue.
But, just in case, enter "lspci" into a terminal and copy over what it says about the soundcard. Then add the output of "lsmod | grep snd". I don't expect to find anything but this is good practice... never trust what the vendor says about your hardware.
What is happening sounds more like a codec issue... what format are these files? What are you using to play them.
If you are trying to play microsoft (avi wma wmv) or motion picture entertainment group (mp3, mpg) formats, or container formats using them or other proprietary codecs, then you can expect the kinds of trouble you describe.
The easiest way to check is - in the first instance, attempt to play a file stored in a free format like wav, ogg-vorbis/theora, flac etc.
If you have not installed the proprietary codecs package, you may want to. Even with this, some av files will not play part of their content... a useful workaround is to convert them to a Xiph.org format using ffmpeg2theora.
And last of all: the obligatory teasing for actually using a distro that is designed to look as much as possible like Vista... nyah nyah nyah