well.. what i've learned about flash is, once it's working... jump up and down and do a little dance and just be glad it's working...

but as far as sound objects go... I always attach them with actionscript. A lot of times I will place an empty mc on or off the stage somewhere, and attach them to that. If i need multiple sounds... I will attach them to different mc's so i can control the volume of them all separately.

check out these sound object tutorials... they answer pretty much any sound questions related to flash : http://www.kennybellew.com/tutorial/