Yeah, the wrong place, but anyway...
Just as it says, open the module_info.txt file in the module folder and change the line which reads "scan_module_sounds = 0" to "scan_module_sounds = 1".
Then, M&B will check first in the module's Sounds folder before checking in the root default Sounds folder. So you can change the sound files used by adding one of the same filename as one of the root ones into the module's Sounds folder. You can also add new sound files for use by a module you are working on.