That makes it easier. Delete the slide audio, first find it in the Library, because you'll use a command to launch it only the first time.
Create a user variable v_visit with a default value of 0.
Create this conditional advanced (or shared) action:
IF v_visit is equal to 0
Play Audio .... add the audio clip from the Library
Assign v_visit with 1
Continue
ELSE
Continue
Oops, forgot last step: trigger this action by the On Enter event of the slide.
If you want to use this on multiple slides, you'll have to reset the variable to 0, maybe using the Next button on the slide? Don't use the On Exit event, unless you are sure that the last frame of the slide will be reached. That is not the case if you have a Next button that has the action 'Go to Next Slide'
Rick's work flow was the only possible in former versions, before the command Play Audio appeared. I talked about it:
Audio Objects: Control them! - Captivate blog