What worked for me (and probably should for a lot of users) is to replace libsdl1.2debian-alsa with libsdl1.2debian-all. This enables OSS support which VMWare seems to need.
To do the replacement, just copy and paste this line into a terminal:
sudo aptitude install libsdl1.2debian-all
Sound now works perfectly for me in Ubuntu and XP Pro on VMWare, including sound mixing