When choosing either execute option the dialog goes away and no further action.
,
OK, at least we clarified that command alsaconf exist and is installed in your system.
Now please, open PCLinuxOS Control Center -> System -> open a console as administrator <type your root password here>, then type:
/usr/sbin/alsaconf
AS
That does run the config tool but reports ¨No supported PnP or PCI card found¨. I did not take the Legacy ISA option because it threatened to make my system unstable - I'm not looking for trouble.
(Btw - I can run the same way from terminal without going to PCC). Curious why it does not find the sound device - is there something else to try - just for educational purposes?
Install alsamixergui. Open it and click the lock icon for 'master' to unlock it. Set the master via the slides above the lock. Click the lock icon to lock it. Follow the same procedure for othe settings. Close alsamixergui and reboot. Your settings should remain.
That fixed the problem with the sliders - thank you Neal

As a side note maybe I can find something in that GUI that may get me voices on the ¨Watch 480p¨ link here
http://trailers.apple.com/trailers/universal/paul/Plays OK in windows and I have a slew of codecs installed.
I can mark this partly solved because the alsaconf is

or change the title to locking sliders and mark it solved.