In game, does it say that it's the wrong format (in console)?
What you MIGHT need is mp3/wav files that JK2 can play. The best way, I've found, to do this (even though you might only have to change some export settings) is to first get Audacity (it's free).
Now go into assets0.pk3 and extract any sound. For example a .mp3 or .wav file in sound/effects (you should maybe go with .wav to be sure... I'm not sure!). Open this file in Audacity. Now, drag your OWN sound into Audacity also.
Select the content of your sound, by either marking it all or clicking on the field all the way to the left. Copy this. Then mark all the content in the assets file and press ctrl K to delete it all (or.. or just click Delete..). Now paste your content in this track instead. Now delete the track (in audacity) where your sound was when you began, so that you only have the track where you replaced the content of the assets-sound.
Now export your file to .wav (File > export > wav) and try to put this in your map.