You should make sure any file path in your program is relative to where the applicaiton itself is ran from.
To do so, use
app.Path
which will return this path.
So if the applicaiton was ran from
"c:\users\myname\documents\mywork\"
and the sound files were located in
"c:\users\myname\documents\mywork\sounds"
, then if you run your applicaiton from a CD
(D:\)
, app.Path will become
"D:\"
and the sound files will be searched at
"D:\sounds"
.