you should use wav. format

and if you want to play a sound for a damage or something like that u have to write some like this
snd_play(ping,100,0);
this must be in the function who is called wehn un need this sound
othr was when u use to run a sound from the start of your game
you can write in your main

snd_loop(ping,100,0);
and a sound starts and never ends till you write
snd_stop(ping);

you should read in the manual for more to know