Here's a version that includes the 3 'Settings' Sound locations...

Code:
Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound]
"Icon"="SndVol.exe,-101"
"Position"="Bottom"
"SubCommands"=""
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell]
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\001flyout]
@="Playback"
"Icon"="DDORes.dll,-3014"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\001flyout\command]
@="rundll32.exe shell32.dll,Control_RunDLL mmsys.cpl,,4"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\002flyout]
@="Recording"
"Icon"="DDORes.dll,-3013"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\002flyout\command]
@="rundll32.exe shell32.dll,Control_RunDLL mmsys.cpl,,1"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\003flyout]
@="Sounds"
"Icon"="DDORes.dll,-3011"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\003flyout\command]
@="rundll32.exe shell32.dll,Control_RunDLL mmsys.cpl,,2"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\004flyout]
@="Communications"
"Icon"="DDORes.dll,-3021"
"CommandFlags"=dword:00000040
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\004flyout\command]
@="rundll32.exe shell32.dll,Control_RunDLL mmsys.cpl,,3"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\005flyout]
@="Volume Mixer"
"Icon"="\"C:\\WINDOWS\\System32\\SndVol.exe\""
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\005flyout\command]
@="\"C:\\WINDOWS\\System32\\SndVol.exe\""
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\006flyout]
@="Settings - Sound"
"Icon"="shell32.dll,-16826"
"CommandFlags"=dword:00000020
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\006flyout\command]
@="explorer ms-settings:sound"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\007flyout]
@="Settings - Devices"
"Icon"="shell32.dll,-16826"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\007flyout\command]
@="explorer ms-settings:sound-devices"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\008flyout]
@="Settings - Volume"
"Icon"="shell32.dll,-16826"
[HKEY_CLASSES_ROOT\DesktopBackground\Shell\ Sound\shell\008flyout\command]
@="explorer ms-settings:apps-volume"