Well crap, I think I gave some incorrect information above. Its been a while since Dragonzk and I cracked the sound problem, and I forgot exactly how we did it. I don't have the best memory, but here is how I remember us doing it.
What we did was place the sounds into a vpk first. Then after that we ran the game with that vpk in the addon folder and ran the snd_rebuildaudiocache command. That will give you the _master.cache file required for the sounds to work in game. After that you grab that master cache file, throw it into that same sounds vpk you created earlier, and your good to go.
But using this method you still need to have the client restart their executable after downloading in game. Which tends to take a while if you have many files, leaving them in a plain black screen wondering what happend. This is why I posted this thread asking if anyone knows of a way to display a message to the client who is downloading.
http://forums.alliedmods.net/showthread.php?t=120902
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