I think we need to know a bit more about your system here.
What kind of card are you using?
Or is it 'onboard' sound?
It's almost certain that you haven't quite complile the correct sound card in your kernel or loaded the right module.
try lspci, to give a list of hardware on your box.
As for KDE 3.3, I might be stupid, but I've always found the best way to upgrade is to simply use pkgtool to remove all the KDE packages then download (or use swaret, slap-get etc) to download/install the latest version.
As removing KDe doesn't delete the settings file from /home/youruser you will carry on with you old settings (unless you deliberatly delete these files)
Obviously some more complex dependancies might come into it. but if you look at the change logs provided by Pat at
www.slackware.com, he lists the dependancies for every package.:-)