How big was the file you installed? If it wasn't around 60mb (perhaps a bit less), then its one of the early "GP32 specific" pak files made for the earlier versions of BoR before sound was implemented. Go to the official Beats of Rage site (just search for it), and download the PC version - using that BOR.PAK file should fix all your sound-related worries. Well... except for the lack of music at the title screen, since that isn't supported yet...