To resolve this issue:
- Browse to the directory you installed the game to (by default it's C:\Program Files\Ubisoft\Rainbow Six Lockdown).
- Open up the data folder and right click the options.xml file located here.
- Select the Open With Notepad and scroll down to the line that says useWinMM = 0/> in the <audio> section.
- Change the 0 to a 1 and then save this document.
- Restart the game and you should not have any more trouble.