Sometimes, the instruments list doesn’t appear in Tools/Preferences/Sound. Go here:
http://java.sun.com/products/java-media/sound/soundbanks.html
Download on eof the sound banks: minimal, midsize ou deluxe and uncompress it in C:\Program
Files\Java\jre1.6.0_05\lib\audio\.
Then, restart XLOGO and have a look at Tools/Preferences/Sound