Have you tried playing on a different browser? This wouldn't fix the actual problem but it might at least get around it. If you're on IE then try firefox, if that doesn't work then try Opera. On the other hand, if you're NOT using IE then definitely try IE (internet explorer).
You're saying your checkbox is automatically unchecked when you enter a game, and you can't check it? That's strange because it's suppose to start out checked. I don't know why it would start the opposite for you. I also can't think of why you can click everything else but not the sound box.
Are you able to check/uncheck the "show move" box? If so then that would make things even stranger, because there shouldn't be any difference between one box and another in terms of requirements.