I've heard that some people have had better success running the new "talkie" version, as opposed to the older version. The GOG download now contains both versions of Xeen, the original floppy disk one with limited speech and the CD enhanced version which had a lot more speech. If you've been running one, try the other one and see if it helps.
Other than that, I'm not sure... i have vague memories of having this problem long ago running the game under DOS (this was the floppy version) but I have no idea how I fixed it. Maybe mess with your sound settings? With DOSBox you can now do that both by running the game's install file (usually install.exe in the game folder) and by changing things in the DOSBox configuration file. If you haven't messed with the config file before, post back and I can give you more details.
Post edited March 15, 2013 by Waltorious