Could you explain what motherboard are you using, and your config.sys and autoexec.bat, also what version of advmame and advmenu?
Your problem is common with some custom build compilations of advmame. I had tried for months to isolate the problem in about more than 20 models of motherboards. It appears that the sound function was broken in some version of advmame (we do not know which one). Alternatively, there is Vsyncmame which supports almost all kind of soundcards ever imagined. I do not know why their drivers are not used in advmame. According to Andrea the sound was again fixed in 0.74 to support vt8235 chipset ac97. However, I had tested plenty of dozens of motherboards that include that chipset and there are no sound in them.
We encourage if someone knows how to succesfully compile Vsyncmame to let us know, or do extensive checking of what versions of advmame are 100% functional with dos sound. In fact, advmame for dos in some countries is far more used that windows.