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PST:EE - No sound in game or menus FIX
So i've just installed the game from GOG, music was working but menu and voices where missing.
Same happened to me long time ago with the other Enhanced Editions (Baldurs 1, 2 and Icewind Dale)
My solution was to put the "OpenAL32.dll" on the game folder (not just reinstalling OpenAL).
You can download a copy here