These sounds are actually on certain servers, mostly user created ones or clan servers. They are not on big servers like uk2 e.t.c. They are built into a plugin for counter-strike called admin mod (which is also a plugni for metamod this contains these sounds (they are exactly the same as unreal tournament) so you cant have these sounds on all servers, i would suggest finding some servers that are running admin mod if you want these sounds enabled. These sounds will be downloaded while you connect to a server running admin mod.