Okay, this will be a bit quick because I'm tired and need to be up early, but here we go:
For sounds in a GUI, you create a 'GUI Sound' component. This can be found under the audio section of the component manager. You attach the GUI Sound component to the object that the GUI Button is attached to. In the GUI Sound's rollout you set it up like you would a regular audio component. So let's say you want to have a normal pop-up like a letter, with the sound of a piece of paper being picked up and put down. You attach the GUI Sound component to the object you're using for your click off plane, load up your sound file, set the volume etc etc. Then in the GUI Button's rollout there's a audio section, with two check boxes and a few buttons to pick objects from a dialog box. Once you have a GUI Sound component made up, you can now choose this component in the dialog box that will pop up. There's two options, one for mouse up, one for mouse down. For mouse up the sound will play when you let go of the mouse button, for mouse down it'll play once you click on the mouse button. There's also two check boxes these enable the sound components to play.
Just remember, you don't need to set the GUI Sound up on a Dummy Object. It can be attached directly to your button, Just make sure that it's a GUI Sound component. And you check the box in the rollout and pick your GUI Sound Component from the dialog box that'll popup to let you choose it.
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