How do I replace sfx of characters with riivolution?

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I'm trying to replace ganondorf's voice with this sfx http://forums.kc-mm.com/Gallery/BrawlView.php?Number=200249 but can't seem to get it to work can someone give me a hand. Am i suppose to name it something and where do i put the sfx file. (If's there is a list for each charater's sfx can come some one send it to me.)