The feared "System Default Sound" gun.
First, they’re not .mp3 files, they are .wav files, though your system may show the same icon and play them with the same program.
You have to copy the files from
...\Space Empires IV Gold\Sounds\New
to
...\Space Empires IV Gold\StarWars-II\Sounds\New
(this folder should exist and hold some sounds of starwars weapons and a couple of interface sounds it would be nice not to overwrite)
Leave the classic effects option off.
Unless you prefer to listen to the old sounds for SE4 weapons, in which case you should:
copy new sounds from “...\Space Empires IV Gold\StarWars-II\Sounds\New” to “...\Space Empires IV Gold\StarWars-II\Sounds” and all sounds except the overwriting ones from “...\Space Empires IV Gold\StarWars-II\” to the same dir.