Yep, it can be done and quite easily. NOTE: at this time it doesn't appear that you can add "sounds" to a "per pixel" skin.

In SkinStudio:

1. Put a copy of the ".wav" files you want to use in the skin's folder.


2. Open SkinStudio and then open the skin you want to add the sounds to.


3. On the tree on the left, expand "Window Borders".


4. Click on "Titlebar Buttons - Free Form".


5. On the right, under "Attribute", click on "Titlebar sounds".


6. At the bottom of the page in the "Value" field, click the down arrow and choose "Enabled"


7. Return to the tree on the left and expand "Titlebar Buttons - Free Form".


8. Click on the button you want to add a sound to, or alternately, click on the button on the "Preview".


9. On the right, under "Attribute", expand "Actions" if it isn't already expanded.


10. Click on either "Button sound - press" or "Button sound - release".


11. Go down to the "Value" section at the bottom again, click on the down arrow and click on the ".wav" file you want to use for that particular button. Do this for each of the buttons you want to add sound to.


12. When finished, click the "Save" icon on the Toolbar or click "File/Save"


13. DONE