Which version are you running? 1.4 or 1.5? The current CS supported one only is 1.5 (latest downloader).
1.4 may need some small tweak in the sound.cfg while 1.5 just relies on the two dlls getting loaded at FSX startup.

AviationAddict wrote on Apr 2^nd, 2012 at 12:16pm:
When selecting one of the Captain Sim 767's to fly, highlight a 767, then click on Details. It will tell you which version you are using.

The sound issue is usually associated with v1.4 and not v1.5 (it was fixed).

If it is v1.4, go to [FSX]\Captain_Sim\767, open the sound.ini file with notepad and change this:

[Common]
Refresh.Time=10
Sound.Directory=Captain_Sim\767\sound
SoundOffWhenSimIsSlew=1
SoundOffWhenSimIsPaused=1
SoundOffWhenSimDialogIsOpen=1
SoundOffWhenSimSoundIsOff=1

To this:

[Common]
Refresh.Time=10
Sound.Directory=Captain_Sim\767\sound
SoundOffWhenSimIsSlew=0
SoundOffWhenSimIsPaused=0
SoundOffWhenSimDialogIsOpen=0
SoundOffWhenSimSoundIsOff=0

It's easy to find them as they right at the top of the sound.ini file.

Mark