Normally, this happens because Arts (the KDE sound system) is hogging the audio device.
There are a few ways to deal with this. If you're lucky enough to have a sound card for which ALSA has hardware mixing support, you can configure that (don't ask me how) and turn off Arts altogether. If not, you can try the option in the Control Center to suspend Arts if it is not used after a certain amount of time. The only problem with that is that it's not very good for notifications, because you still can't have KDE and non-KDE applications playing sounds at the same time.
The only other half-solution I know of is to use artsdsp to try to filter non-KDE applications' sounds through Arts. The disadvantage of this is that you have to stick artsdsp before each command you run and, in my experience, the sound quality is degraded.