If somebody asks you to Put A Sock In It, they are asking you to quieten down. When sound recording and radio broadcasting was in its infancy, the ability to control instrument volumes was limited, but orchestras and bands were in high demand. Very often, the horn sections would drown out the wind instruments and strings in the enclosed studios. So, in the attempt to even the sound out, horn players muffled their instruments by literally stuffing a sock into its mouth, bringing them down to the same sound level as the rest of the band.