I haven't (yet) run into compatibility issues with OGG (although consider that most of my testing experience up until recently has been with AGKV2, so perhaps there are differences). It was my understanding the AGK2/S handled what it needed internally for various sound formats. Perhaps there is a limitation with a specific sample format on a particular system configuration? You could try sending your friend a small test program that just plays a sound file, then send over various versions of a sample OGG file in different sample rates (Hz, kbps, stereo/mono, etc) that they can try to play on their system.
Might also help to make sure they've just checked the basics like they hear other sounds on their system indicating that they have their audio device properly enabled in Windows, speakers turned on, and the volume turned up.
If there is a compatibility issue in some way, I'd certainly like to find out and have it sorted also.