[Captain Bunny]

The DXdiag trick is the way to go for most sound problems on mafia (and to get a decent frame rate)

Go to RUN in the start menu, type in dxdiag, then when its opened click on the sound tab and slide the acceleration handle down to no acceleration.
However, seeing as you dont know what dxdiag is, be sure to check you have version 8.1 installed.
If you dont, http://www.microsoft.com/directx is where you need to go or see if direct x 8.1 is on any game discs you have.