Two ways to do that.
1) Change sound located in KHC/PPD/songs/*scorename*/sound (it usually have the name sound.wav). So just pick the new sound you want, put it in this folder, delete or rename old ound and rename new sound to sound.wav (or to other name pointed in soundset.txt in score folder).
You can download archive with different sounds here:
http://seesaawiki.jp/ppdxxx/d/%a5%dc%a5%bf%a5%f3%b2%bb%ca%d1%b9%b9
2) Simply use any of available SEChange mods.
This one, for example
script/edefaf1743a3144ea0010f1965701ab6 You can change sound in options right in the game.