Ok, there are some sound issues with SWBF and SWBF2. Normally when you have the sound problem, the game crashes to the desktop as soon as it finishes loading a level. I haven't seen it as a "connnection to host lost" error before. I also have an Audigy sound card and have had the other problem. A great many people also reported the error, but I'm too tired/lazy to look up the link to the thread.
It seemed to always happen to me when something else was using the sound card. In my case it was TeamSpeak. Check your running programs. Make sure there isn't anything attempting to use the sound card. That includes the sound card's own software (that volume control in the task bar). Now try the game. If it still doesn't work, close all running program, including the programs in the task bar (those little icons next to the clock). Windows doesn't need them to run. Now try the game again.
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