The "Load sound" function only loads .wav files so make sure the sound being loaded is .wav format.
OR
I'm guessing that your snippet of code is located somewhere in the main loop in order for your program to register the mouse click. As soon as mouse button 1 is clicked your program will load the sound file, since your program will be looping many MANY times a second and the chances are high that mouse button 1 will not have been released the next time your program runs through the main loop. This will cause your program to give the error "Sound already exists" (or something similar) because index number 1 has already had a sound file assigned to it in the previous loop.
Edit: WindowsKiller's example should help you out with this problem.
That we simply are has allowed this reality we call real from the power of intangibility to pull out of inertness action, chaos and hold it into its form we call matter.