make them into 2 files - representing the next sequential number of files already being used for the the sliding sounds..
so say you already are using 12 sounds.
rename your new files to 13_in.wav and 13_out.wav
then copy them to your \windows directory of the phone.
then regedit to add the new .wavs, in HKLM\SOFTWARE\HTC\SLIDINGSOUND
more info
here.