Sound over NX Client

[L7Tech]

Hi,
I'm running Ubuntu 12.04 LTS 32 bit with latest updates in a VM on Windows 8 Hyper-V.
The Hyper-V client does not support audio.
Hyper-V does not emulate a sound card, so the only output device to play sound through is the "Dummy Output". The recommendation to get sound seems to be to use some remote client, (NX Client mentioned often).
I got NX client to work and enabled Multimedia Support under services, but still get no sound.
I don't know enough about Ubuntu to figure this out, please help.
(I could just run VMWare player, like on my other computers, but where is the fun in that?)

[L7Tech]

It works out of the box with the v.4 preview release.
Could not make it work in 3.5.