VMWare Server has the, rather nice, ability to allow you to connect "sound cards" to virtual machines and then play the sound on the host machine. In essence, it tunnels the output to the virtual sound card to the host machine. This is nice for me, as one of my main home uses of VMWare is for use with Napster (the legal one; I never used it as a P2P) and game playing. The last several times I have set up a computer with KDE and aRts, I have had some miscellaneous issues getting sound to run. So, I thought I would document the resolution here.
After setting up VMWare, I also install the ESD/aRts wrapper. This is necessary on Gentoo, but I never had to do it separately on Ubuntu. After starting VMWare through the ESD wrapper, you should be able to connect a digital sound device. Under KDE, however, this usually fails initially. This is the nasty little trick you have to remember (that I never do, since I only do it once for each install I do): go to audio options in the KDE Control Center and check "Enable suspend if idle after " and fill in some number of seconds. This is important, because if it is not done, KDE will never release the sound device and VMWare will never be able to acquire it.