Problem solved! After many trials and searches on the internet I've stumbled upon this site http://appdb.winehq.org/objectManager.php?sClass=version&iId=1554 and this post: "The problem was in locking sound device by Steam, so the games that started after can not use sound. I've disposed of this problem by setting wine to use no sound driver when launching Steam. Then after enabling it the games works with sound." So I run Wine configurator, unchecked all sound drivers, launched Steam, after it loaded I checked OSS driver, run Team Fortress 2 and had sound! Thank you, Anonymous... I mean, Jay ;-)
