According to the following link, the "atmosphere" of the moon is just stuff that either leeches out of the ground or falls on the surface. The solar winds carry away what is there quite frequently.
http://www.windows.ucar.edu/tour/lin....html&edu=high
My assumption is that you wouldn't hear anything.
If you had a lung full of air, and didn't explode from the weak atmosphere... I reckon it'd be a bit like screaming under water. You'd feel it come out, "hear" it in your throat...
Sorta like when you cover your ears really tightly, and start singing "I'm not listening.." You hear it in your head, but not the sound that comes out of your mouth and is reflected back.