Terminal Server w/sound

I am setting up a Microsoft Terminal Server that will be providing user session services. Microsoft ad materials clearly indicate that a user session will support his video, mouse, keyboard and sound at the user’s station (albeit a Winterm, Terminal, or PC running a session client).

Has ANYONE EVER setup a system where the user’s has sound coming from any application running in his Terminal Server’s session? Remember: NOT the console, but via a session. (If you’ve done this, then you’ll knowthe differences between the console and a session.)

If you have, are you willing to discuss it or steer me to a document that describe How To do it?