For people with this problem I advise.
1. Restarting the computer: Sometimes they crash and cannot be recovered without a restart.
2. Check the device is enabled: The sound device might have been turned off unintentionally by some program you used.
3. Check the adapter you are trying to use: Not all of them might exist or be supported by the game.
Well I encountered this before, but the problem in my case is that the Warcraft III engine needs to be run with an administrator account, since I'm using a guest account when I encountered this problem (in Windows XP)...