A .sawnd file is a sound pack that is supposed to be used with sawndz
http://forums.kc-mm.com/index.php?topic=22464.0If you don't already have it, you will need to have a smashbros_sound.brsar. If you're using Gecko, you won't be able to use custom sounds however. What you do with the program is put smashbros_sound.brsar and your .sawnd file in the same folder as the program, hit "Insert .sawnd" and then choose your file. After it finishes, your custom sounds should work.