First, check your desktop sound, select: System >> Preference >>Startup Applications
Ensure that the application “GNOME login sound” is check. Click edit and make sure that the command /usr/bin/canberra-gtk-play –id=”desktop-login” –description=”GNOME Login” is available.
if your setting above is correct but there is no sound then download file desktop-login.ogg and copy this one to the folder /usr/share/sounds/freedesktop/stereo
Logout and login again, you should be able to hear the login tune after login.
You can find and change your sound theme at here: