There's a section about the clm-snd connection in clm.html -- "CLM and Snd" or something. CLM has various wrappers to start Snd and open the output of with-sound and so on (clm-snd.lisp). The catch is that this depends on the FFI and the presence of X11, so it may not work in your setup. I think it is available in sbcl/clm, but I haven't tried it recently.