Are you accidentally hitting S? That turns the sound off until the end of the level.
NeoLemmix has directional select, regular Lemmix does not. This is because DOS didn't have it either, and regular Lemmix tries to accurately replicate it - so it should not be possible to, say, select a lemming in Lemmix that you couldn't've selected in DOS. There are shortcuts (eg: press minus to go back a second, instead of playing the level from the beginning exactly the same; or right-click the release rate to insta-max it, rather than pause, increasing it, then unpause), but ultimately you cannot execute a solution in Lemmix that couldn't be executed under DOS.