Okay look
1. but ur Smashbros_sound in the folder where is sawdz
2. rename the sound u want to replace in "sound"
3. Open Sawndz
4. Load the dat. file that matches with the wave/sound u want to replace
5. Click on Convert and insert
6. Check Ur Smashbros_sound
7. Enjoy

EDIT: The annoying Beep is nothing wrong...