I recommend you read and do the activity described below.  It has a good practical explanation of sound waves.

NASA has a site with experiments kids can do and explanations of sound waves with illustrations:

http://scifiles.larc.nasa.gov/text/kids/D_Lab/acts_sound.html

G4TV.com provides an interesting video of an experiment used to illustrate sound waves using cornstarch and water.  The explanations are designed for high school and college students.  For a younger child, the first minute of the video is enough:

http://g4tv.com/attackoftheshow/itseffingscience/64851/Visual-Sound-Waves.html

Here's another video from Metacafe using salt to illustrate sound waves.  Keep your speaker volume fairly low as the sound progresses to high-pitched tones:

http://www.metacafe.com/watch/416486/salt_sound_waves/

And another couple videos using fire and a Ruben's tube.  The explanations of the sound wave are pretty good:

http://www.rayfowler.org/2008/05/22/rubens-tube-a-visual-sound-wave/