But I doubt that you can start a sound when clicking on a link.

Sure you can :) You just specify a JavaScript function as the OnSubmit action for the form, or as the HREF of the link. The function first launches the sound in a new window, then submits the form or returns the location for the link. Of course, by the time the sound loads and then the plugin to handle it loads and starts playing, the form may already be fully submitted...

--isotope
http://www.skylab.org/~isotope/