How to activate aMSN sounds on Ubuntu

There are two solutions to solve the problem, even though the second one requires slightly more advanced skills for the usage of Ubuntu.
My advice is to try out the first method and, if it doesn't work, proceed with the second one.

Solution no. 1

From menu Account > Preferences > Others, look for the section Sound Server. After clicking on the option "Use another Program", replace the voice play $sound with aplay $sound.

Solution no. 2

Always from section Sound Server of menu Account > Preferences > Others, click on the option called Use the Snack Library (Tcl internal), followed by a "Save" button.
Should you get an error message like the following:

Snack failed to load, reverting to default

you will need to proceed with installation of libsnack2 library. To do that, type on screen:

sudo apt-get install libsnack2

At the end of the whole process, you'll get to finally enjoy sounds and nudges of the best Instant Messaging software available for Ubuntu.