After looking at it further, you can only save it in .psd or .pdf format. I've used both the Notes Tool and the Audio Annotation Tool on .psd files. It helps to add text and/or audio right on the file itself when sending to someone else who has to work on it. Both .psd and .pdf can be opened by Photoshop and it's visible in Acrobat Reader but I get no sound. It might be available in the full version of Acrobat Reader as the options seem to be there but grayed out. What you saw in the galleries must have been an image with a different sound source.