Depends on what card you got. I believe the neo4 has sound blaster live 7.1 which is pretty good so I think if you got a card like the audigy2 ZS or something then yeah you would see a little improvement.
he doesn't mean a sound improvment. he means a differnece in FPS. when you use intergraded sound it takes up some of your CPU usage leaving less for the game. with a sound card it leaves your CPU free to let the game use more.