You can collect special CDs in each level to hear in the sound room. Here are some of the secret locations where they are found.

Palm Tree Paradise: The CD is hidden in the last cave before the portal switch. Walk right through the wall from the bottom wooden platform.
Monsoon Jungle: Smash the block on the floor in the large open area where enemies throw apples. In the cave, go left and smash another block, then pound the floor to make the hammer guy jump up the platform. Get hit to turn into Bouncy Wario and spring up through the gap to a secret area to find the CD.
Mystic Lake: The CD is at the start, but you first need to press the portal switch. On your way back, smash through the block to the left of the first door.
Wildflower Fields: Float up through the gap at the beginning, then go left into the clouds. Go up as high as you can, then left. The CD is at the top.
The Curious Factory (Ruby Passage): Exit right from the portal switch room. Turn left at Jewel piece at bottom and get flattened. Go left, then fall into the next screen. Turn right to find the CD.
The Toxic Landfill (Ruby Passage): Smash through the hidden path below the third Jewel piece. Smash the second television on the floor from the top of this path to reveal the CD.
40 Below Fridge (Ruby Passage): After hitting the portal switch, return to the portal. Once there, go right and up the ladder. Crawl through the gap and drop down. Smash the block open.
Pinball Zone (Ruby Passage): Just after the third room with black balls, stand on the slope and press Down to roll right. Then, climb up to the left to the top.