- enable multimedia support for the NX session by clicking Configure … then going to the Services tab and activating the corresponding option, then log on to the server
- on the server, go to System settings > Sound system > Hardware and select the Enlightened Sound Daemon (ESD) (I've translated the german text back to english, I don't know if it actually corresponds to an english Kubuntu)
- go to System settings > Notifications > Replay settings … and select KDE sound system; now playing a sound for a notification should already work!
- Start Amarok and go to Settings > Configure Amarok … > Audio output and select esd as output module; if it's not available, you must
sudo apt-get install libxine1-gnome(I know, it looks like a strange package for Kubuntu/Amarok, but it contains the ESD output plugin for xine, Amarok's audio backend)
Now play some music in Amarok, you should hear it on the client where you started the NX session!
One more thing, it seems not to work when Amarok is automatically started when logging in (i.e. it was running when you logged out last time), in that case I quit Amarok, then log off from the NX session and start a new NX session.