When you connect a sound device to a KDE 4.x system Phonon recognizes it and allows you to assign priority. Many people, including me have found that once you remove the device, the entry does not go away and phonon shows a message indicating that the device is not working.
I found this after I plugged in some borrowed USB speakers. They worked but after I returned them. I got the phonon message every time I logged in.
The solution was to edit the file
and delete the entry that corresponds to the device you no longer have.
I would have preferred to have this functionality on the multimedia KDE control module, but for now this solution worked.