Welcome to the site. To change your slider sounds, go to start\settings\personal\sliding sound. That will allow you to change between the 3 stock sounds the Mogul comes with. As you feel more comfortable with modifying your device, try here to make your own sounds;
http://forum.ppcgeeks.com/showthread...sliding+sounds
As for custom notifications, you can use any wav file. Just dump it into your Windows directory and then go to start\settings\personal\sounds & notifications\notifications and select the event you want to use the sound for. The wav file should automatically show up in the play sound list.