You don’t load the audio in the sound block buttons window, you load it in the Sequencer. You then turn on the Sync and Scrub in the Sound>Sequencer panel.
(I guess I should add a Sequencer image to the tutorial to clear that up - sorry.)
So, go to the Sequencer Window (not the small panel where the Sync/Scrub buttons are) and Shift-A>Add Audio. You should get an audio strip which you position where you want it.
Now, when you drag the green frame marker over the strip or press Alt-A you should hear sound.
I have this weird feeling that if you load sound in the sound-block (intended for game engine) it might interfere with audio in the Sequencer. Hopefully you don’t have this problem or you’ll need to find out how to delete the sound-block audio - which I also have a strange feeling isn’t so easy. Hopefully I’m wrong
If you still have problems, ask again. Good luck.
One other thing, when you press Alt-A, Blender only animates the window your mouse cursor is over so the green marker may not move if you don’t have that window active. SHIFT-ALT-A will playback more windows together, depending where the mouse is positioned.
When you do this playback, you may find the syncing is pretty rough. This is dependent on how fast Blender is able to animate your model in real-time on your computer. If it’s too rough, try turning off subsurf and hiding any unimportant objects on other layers.