JD and Loco Bill,
Thank you both very much. You gave me all the information that I needed.
Rob

Did Bachmann make 4-6-0 Anniversary Edition Big Hauler with B&O markings? Also what year was the Annie version introduced?
Thanks, Rob_Tpa

Eugene,
I am glad that you jumped in since you have actually experimented with the Annie sound system. So, you have been using 14 to 16 volts. I thought it would take more than 9 or 10. because volume is so low with this voltage. I am going to bump my voltage up to get more volume.
Thanks,
Rob   

Herb, Jerry
Thanks, I have a RAM sound system in another engine and I know that the RAM unit requires 9V, so I am going make a regulator for that one with the LM317 as you both described.
Thanks,
Rob

Jerry,
I used the wrong term for the device I used. It is a Voltage Regulator fixed at 12 volts, not a transformer. I added some resistors to get 10.8 volts. Of course, I am operating on DC from the battery pack to supply power to the engine.
For over a year I have been running this sound system from an 8 cell AAA pack separate from the engine battery pack. This AAA pack charged to 10.8 volts and has caused no problems. My goal was to eliminate the separate pack for the sound. 
I suspect that the sound unit will operate at even higher voltage. Some of the components are marked with "16V ". But,  I am not going to try anything higher. I had hoped that the Bach Man would jump in with some specs.
Cheers,
Rob

I took the solid state transformer that reduces the voltage to 12 volts and I added 4 diodes for resistance and got the voltage down to 10.8. I figured that was close enough and sure enough it works. It is a little louder too.
Rob

Jerry,
Thanks. I will check it out.
Rob

Thanks, but I am using the delivered Bachmann chuff sound. I need to know the voltage limit for it. I can knock the voltage voltage down to 12 with a little solid state device from Radio Shack and maybe it won't blow it out. 

I have a 10 wheeler running on RC and battery power. The battery pack has 15 cells, giving a nominal 18 volts (charges to 20 volts) I would like to eliminate the separate 9 volt battery for the chuff sound system. Can I power the sound system from my battery pack, or would that be too much voltage?
Thanks, Rob