The map needs to have a mapname.res file, wich is just a text file that stores the pathname and name of the files that are necessary for that map.
So if you have a map named killbox.bsp, wich uses killbox.wad and some custom sounds, cry1.wav and yell.wav, you'll have to create a file named killbox.res, wich should include the following lines:
killbox.wad
sound/ambience/cry1.wav
sound/ambience/yell.wav
Killbox.bsp is automatically downloaded, and whenever there's a .res file with the same name, it's downloaded too, as well as the files specified in it. You can make .res files easily with notepad, just give it the extension .res.