It's the same process as any of the other customizeable sounds. I can't find any threads on it right now, but basically, you just put the wav in the song's folder:
hitfinish.wav
hitnormal.wav
hitwhistle.wav
etc
As far as I know, you can replace the other sounds as long as they're named correctly. I'm not sure, but I imagine something like spinner.wav and the like. I know there's a thread somewhere that says what to name them.