Thanks to all of your responses, I got my train to "talk" !  I was thinking about the battery issue before I saw the response from Loco.  We must be psychic?  But the battery was fine, swapped it anyway.  Then I "rejiggled" all of the switches and connections, and pow, it was chuffing!

You guys rock! Thanks from me and my wife who was as thrilled as I was!   

/Ballistic4N6

Just recieved my new Silverado set, reviewed the video and paper instructions, assembled with no problems, new batteries in the tender and passenger cars, smoke switch "off", sounds switch "on" and cable connected to locomotive from tender.  Tender sound switch "on".
Runs and looks great, but no "sound".  RATS! 

Double/triple checked everything, no fix.

Help!  I would love to have the sounds working!

Thanks guys (and gals)!

Ballistic4N6

Did you get any further on your caboose?  Any pictures?
Thanks!