Pudfle you get the wet splash sound. Skyrim have a mod for that?
http://www.nexusmods.com/skyrim/mods/43773/? might do it. Can't be bothered to read through the massive change log
Vanilla skyrim has sounds and animations for splashing in water puddles. mods like WATER improve the meshes/textures used in the water splashing animations and mods like Wet and Cold adds drips to your feet when they are soggy. Also, I think Audio Overhaul Skyrim may improve the vanilla splashing sound. Ninja'd by DaveMB on my last point.