@bob93 :-
Aye, it's certainly possible. I have a coupla scripts set-up, making use of MPlayer: one plays an "intro" sound at boot-up.....and the other plays the Win XP 'closing' jingle at shut-down.
It's simple enough to get the sound playing. The only thing I'm not at all certain about is how you get Puppy to 'detect' whenever a mouse button is clicked.....and thus trigger the audio script. Somebody here will know, but I wouldn't like to say who..... 
Be patient. We'll sort summat out for ya..!
Certainly, this can be done for a 'global' rule for mouse behaviour. But from the sounds of it, you want this behaviour to ONLY occur when you're using specific programs?
============================
....later:-
(xev might be the way to go, then use xbindkeys to associate a particular key-press event with a given audio sound script? Did some reading on StackExchange, and this sounds like the easiest method for ID-ing a given button "event"...)
https://unix.stackexchange.com/question ... or-command
Info about xev/xbindkeys further down the page...
Just throwing this out there. "Me no expert", etc..! 
Mike. 