Unfortunately that option isn't currently available in BB. I asked the same question sometime back and tried to find a workaround and I did manage to get sounds working on the game over screen, but couldn't make it work on any other screens/menus, so I gave up trying. Hopefully will be something we'll see in an update or BB 2.0 - who knows?
@Phill Mason: how do you make it work on the game over screen? I would love to add some sound when the video interstitial option shows up.
