Hi Jojo,
at least a step in the right direction... it´s a shot into the wild, but can you try to close as many other programs possibly using sounds (like browsers, youtube, SoundMaxx, etc) and try again?
Also try this: Fly at 5000 feet, set the MCP ALT to 5000 feet. Now climb to 6000 feet (leave the MCP ALT at 5000!). Do you get the sound now?
Thanks, Jan