Having Trouble with my first movie

Iv’e made my first short movie clip, in Flash, it isn’t very long, but I am having a little trouble. At the end when it shows my name, each letter comes up individually, you will know what I am talking about if you watch my movie, anyways, I want their to be a small sound clip for each one, like a gun shot or something. But I can’t seem to get it to work, it went over a tutorial on how to do it, but I guess i’m just to dumb to make it work right. So if someone could please tell me either how to or tell me of a tutorial that is not to confusing I would really appreciate it.

The Movie is Here: U.S. vs. Russia