It won't, PulseAudio starts back up as soon as you start ANY sound requiring app. I think you need to do "sh /etc/init.d/pulseaudio stop" or something like that to fully stop PA. But only if you actually HAVE PA, of course. Are you sure you don't hear anything? The test sound is very quiet, so turn up your speakers. If you really don't hear anything, winecfg will either already have crashed/locked up at this point, or actually notified you that it can't play sound.
