Welcome aboard!
Don't mind the occasional negativity! :P
They should be installed in the Scenario directory along with the scenario files!
The scenario directory can get kind of messy...
[try our mod shameless plug]
In all seriousness, you should look at some of the fantastic downloads available at
www.subguru.com if you haven't already. I can definately recommend finiteless stand alone sound mods, the font mod, and, of course, Bill's helo dipping doctrine. :|\