When you are not playing the game do you still get distorted sounds?
You can also try this and see if it shows a problem with your sound card.
Go to your C drive,
Click on Windows,
Click on system 32,
Click on dxdiad.exe,
Then click on the sound tab and run the test.
If everything checks out ok I would say that you have a bad copy of the game.
Best bet then is to try and get another one from where you got it or contact the publisher to get a new copy.