Lights and Sound together

Alight so I have a project Idea. I have RGB lights that i'm using a lilypad main board to switch between 3 different color combinations. When I switch I want it to make a sound effect. All the boards I've seen need a trigger or button with ground to work. I want it to happen with programming so it goes with the color. I wanted to know advice or other boards... I have about 5 different sound effects...

I did have one idea.
Using the technique this guy did with an generic MP3 player

But connecting power to a lilypad pin and have it power on the same time as the light switch... But this would require 5 different mp3 players. The players from china cost 1.50 so its not OUTRAGEOUS for me to do it this way... but I was hoping someone might have a better idea for all 5 sounds on one board... its just a lot of wire to do it the way I'm thinking... Please let me know if you have any thoughts!

Do all 5 sounds have to play at the same time? Or just one at a time?
I read your request as one color, one sound.
Simple way is to send serial command to a player like this when the color is selected:

Yes one sound at a time. I'm still pretty new at this. I don't see where you hook up speakers or anything to those board... I'm not exactly sure how to send a serial command. I guess I should also mention this is for a costume so it is going to be warn.... I was looking at the Adafruit FX board and some other boards like it and there are speaker outputs. I'm not sure how to connect it to the lilypad as well though....

Yes, those would need a separate amplifier to drive a speaker.
You can find tons of listings for rechargeable battery powered speakers at amazon.com. $4.50-$5. No need to reinvent the wheel there, scroll thru the listing and find one that will go with the costume.

To play a file, you just send it a number:
Serial.write (0x01), it will play file 1.
I have posted some code I wrote for these previously, can re-post if you're interested.