I'm not familiar with making sounds files in Java or Mendix, but I'll try and speak to some common programming challenges you might run into.
The Mendix Platform v5 uses OSGi, this is important to know because this could impact every library and class that you are using in Java. The simplified explanation is: OSGi basically shields your project code and libraries from the code and libraries used by the Mendix Platform.
This allows R&D to make platform changes, and upgrade libraries without causing compile errors in projects. Because every library that is part of the platform is shielded by OSGi, and cannot be access through your custom Java code.
This means that all libraries and classes have to be added to the project, even if the platform already uses it. This makes upgrading easier (because you only have to worry about your own code), but whenever you want to write some Java code and use a library you'll always have to make sure that the library you download is OSGi compatible, and included all dependent libraries too.
I know what to look for and how to resolve OSGi related problems with libraries, but my experience and knowledge with OSGi pretty much stops here. So I'm afraid I can't give you a solution for this. However I have seen more often in other projects that it was difficult or impossible to many of the classes in the javax.* package.
Maybe somebody from R&D can speak to this and explain if this is by design and how to work around this?
(So far I've been able to work around this by not using javax.* and use a completely different library)