I must say, I have the same problem. However, AmaroK doesn't stop playing, the other sounds just refuse to be played, Kaffeine won't even play movies, my Thunderbird only works with the system beep, not my choosen sound.
Why can't KDE just by default, as windows or Gnome play multiple sounds? I'm a newbee to Linux and certainly to KDE (I tried it before switched back to Gnome and now want to take a look at it again). This sound is bugging me, I like multiple programs being able to play sound!