How are you tring to import that sound, and what type of sound is it? (hope its not a midi :) )
When you publish, click the Flash tab and make sure "Export Device Sounds" is UNchecked. That is for mobile devices.
If you still have the problem, make sure you are importing the sound from the folder on your Hard drive that the swf is looking at, and also make sure you import it to the library first, then from the library move it into your timeline. Don't import it directly to your timeline.