Take a look in your sounds directory.
One time, I accidentally installed the sounds mod pack so all the sounds were in a folder called sounds *inside* the se4\sounds directory. Once I moved them up a level, that fixed my problem. I, uh, won't tell you how long/short ago that was.
Do you see a file called se4\sounds\endturn.wav? This sound doesn't appear in components.txt. If you aren't hearing the end turn sound, then my best guess is that the location of the sounds is your main problem. They should be in se4\sounds with no subdirectories in that folder.
Hope this helps.
Add->With reference to PathFinder's comments about the ModPack: I have the ModPack installed but it is definitely getting my sounds still from the se4\sounds directory. And they work. Some of TampaGamer's sounds send shivers up my spine. They are *that* much better than the ones that shipped with the game. Okay. Sorry. Maybe too much praise for them.
[This message has been edited by raynor (edited 01 March 2001).]