OpenAL tutorials
OpenAL is a cross-platform audio library. The advantage is its cross-platform, similarity to OpenGL and the ability to handle some advanced sound effect like doppler shift. Adding sound effects is definitely making your game more attractive.
Here are several tutorial links which i think are useful.
http://www.devmaster.net/articles.php?catID=6
http://www.edenwaith.com/products/pige/tutorials/openal.php
http://kcat.strangesoft.net/openal-tutorial.html