Very nice game but the embedded Wine budled with it is old and is not configurable.
A quick fix is proposed here : http://askubuntu.com/questions/144915/limbo-game-has-no-sound
But I dont like killing pulsaudio and messing with files settings.
The solution I found is even easier:
Copy the content of the installation folder:
to your system’s Wine folder:
And to start the game, just open limbo.exe (in ~/.wine/drive_c/Program\ Files/limbo/) with Wine.
Note: you may need to install Wine as detailed on http://askubuntu.com ‘s solution.