I had many users complain about not being able to hear sounds from their machines while using the SSLVPN and its RDP client. We have finally figured out how to get it working.
First, the users must have version 6 of the Microsoft RDP client installed on their machine. This can be found at http://www.microsoft.com/downloads/details.aspx?FamilyId=26F11F0C-0D18-4306-ABCF-D4F18C8F5DF9&displa...
After that is installed, and at least with version 6.0r3 (It may have worked on earlier releases but I have not tested) the RDP sound redirector will work.