I complied and installed your code into my Emulator and even my Phone (7650). And your code played sound very successfully. So I wonder if you used wrong Emulator? Have you ever installed your code into your real mobile phone? Or you just ran your MIDlet on Emulator ?
I think you should download the file <nS60_jme_concept_sdk_b0_2_014.zip> from Nokia site (you can search, I forgot the address).
After installing it, you should delete all the subdirectories in <D:\WTK104\wtklib\devices>.
These devices do not seem to play sound successfully.
(I assume that the directory <D:\WTK104> is the default one where you installed the J2ME Wireless Toolkit 1.0.4_01).
Then you copy the directory <Nokia_Series_60_MIDP_Concept_SDK_Beta_0_2> into the directory <D:\WTK104\wtklib\devices>.
Finally, you have only one device on your J2ME Wireless Toolkit.
I think you can play sound on new Emulator successfully.