You don't put sawnd files in the sfx folder. That's where BNK Files go. You use Sawndz to import the sawnd file into a BRSAR file. That BRSAR file then goes into pf/sound. And that's for Riivolution users. This won't work if you're using Gecko.
If are are using Gecko, you'll need the modified version of Super Sawndz to turn the sawnd file into a BNK file. At which point, you can put it in the sfx folder.
I hope you read
this...