This isn't the first time specific parts of the brain have been linked with sound memory. The amygdala - an almond-shaped region of the forebrain - has been proven a number of times to play a key role in fear conditioning. A classic (if rather cruel) experiment is to play a certain tone to a rat just before it is given an electric shock. Before long, the rat gives a fear response to the tone, as it has been conditioned to associate the sound with pain.
Joseph LeDoux, a postdoctoral student at the Medical College of Cornell University, performed experiments in the 1980s in which he removed various parts of rats' brains in a bid to determine where the response was generated. Removing the auditory cortex (the part of the brain where we first become aware of a sound) did not affect the rats' ability to learn the fear response. However, when he removed the auditory thalamus (the "relay station" that transmits the sound, before we become aware of it) the rats stopped learning.
LeDoux eventually pinpointed the amygdala as the region that is crucial to a learned fear response. The central nucleus of the amygdala has links to parts of the brain stem that control autonomic functions such as breathing and heart rate. Neuroscientists believe the amygdala may act as an 'alarm bell' for the brain, blasting out a fear warning in response to certain sights and sounds - sometimes before we are even fully aware they've happened.