Just to clarify -- each checkbox on the "Special Settings" screen means "yes, use these settings for this account, not app level settings that apply to all accounts by default".
So when you want to override something -- let's say, notifications -- for a certain account, it's not enough to just enable the "message notifications" checkbox in special settings. It's also necessary to "click into" and set what those "special settings", for this account, are.
And by default, Aqua's notifications don't use any sound. Personal preference, really.