Applications=> Multimedia => Volume Control
Then, try turning everything up. I have found that the different volume control settings can affect different sounds. When you get the right ones adjusted, turn the others back down. I have found that I get feedback if I turn everything up.
Also, you say that you enabled sounds in the Gnome Control Panel. Just to check,
Applications=> Desktop Preferences=> Sound
Make sure you have checked the boxes for "Enable sound server startup" and "Sounds for events" under the "General" tab. Then, click on the "Sound Events" tab and try playing the different sounds. Try a few, as there are many that aren't installed, if I remember right.