OK, I have a Pentium 233, with an original Sound Blaster 16 Plug and Play, I've just gotten System Shock from http://gamebird.dk, had to extract it from the LZH files because the Installer was nonfunctioning for the Install option. I go to configure sound, make it Sound Blaster and make the MIDI Sound Blaster too, I save and it doesn't work.

I check the CYB.CFG file and it was still the same.

Running Windows 98 with DOS 6.22

What do I do?

Most likely the answer can be found here

Uh, been there.

Always quite a problem to get any of them working (system shocks),
Had my own fight with SS cd version & SS2...

Sorry couldn´t help /-

And BLASTER settings and such are correct. I've heard variables in CYB.CFG are in decimal form, someone know the one for SB16s?

Well, I guess you'll need the Ms-Dos drivers in order to have sound and music through Soundblaster in Windows 98. You can download them on this main site, too.
Also did you try to play the game in DosBox?

Uh, the drivers are in, and no, I don't meddle with DOSBox

Well, with DosBox you should definately have less problems, as it would run there. And DosBox is good for almost any Dos-game out here. ;)
Though you'll need a fast machine for DosBox emulating fast enough. At least Pentium 3 with 1 GHZ would be needed.