Well that's one way...
To use an .mp3 file:
All you need to do is save your sound as 44100Hz, 128 kbs, mono.
If you want to put in level music, that is saved as 44100Hz, 128 kbs, stereo.
Any sort of in game looping sound needs to be saved as a mono .wav file or it won't work. (except the level music, that's different for some reason and can be an mp3.)
Your Start and stop sounds on a door can be mp3. The Move sound needs to be a wav.
Doing the above post is just a really long way of doing the same thing.