Secarider,
You did not include the Lionel Part number in you post but I am guessing you have a AA set of F units or FA units or Sharks. I have the Century Club AA set of PRR Sharks where both units are powered and have full TMCC sounds. If you are running them as a train where each A unit has a different ID number in command control only the leading A unit will have sounds (horn and bell). If you want the horn and bell to be present in both units then give them the same ID number. One unit should always start in forward so that is the lead A unit, the one that always starts in reverse is the trailing unit. When you blow the horn or ring the bell both units will have the full sound package.
Give it a try only takes one unit to be reprogrammed (the trailing unit)
JohnB