That also holds true for Flash banner ads with audio. I'd be listening to my CD audio extra low at work, and out of nowhere, you just hear Macho Man Randy Savage say "Buy my new CEEE-DEEEEE ... OOOOHHHHHH YEEEEAAAAHHHH" at full blast.
Needless to say, calling it embarassing would be an understatement.
I think audio shouldn't play unless there's a user action that causes the audio to play (i.e. a button that says "Click here to play audio")... but that's just me :P