I guess that you have basicaly two choices:

A) either you want / need to have your sounds packed in the resource file or B) you don't

if it's A) I don't think there's anything you can do about the memory that it consumes after it's unpacked

if it's B) you can simply leave the sound files in your game's root folder or else and play them directly from there ( then you must not declare them inside <> but inside "" instead ). This way they shouldn't take up any memory at all until they're being played.I have not tested it but i guess it should work.