What version are you using? In 2003 (and XP I would imagine):
In the custom animation taskpane you should be able to see the 'movement'
you added. Click on the down arrow and select effect options then the sound
you want under Enhancements. If the sound you want isn't there you may be
able to find it here: http://office.microsoft.com/en-au/clipart/FX101321031033.aspx?pid=CL100570201033
I can't make 2 sounds play at the same time - if you want to do that I think
you'll need to use a sound editor such as http://audacity.sourceforge.net/
(free)