I've been playing Amnesia and the monsters/zombies in that game sound horrifying.

So how would I go about changing the zombies sound to that of another sound?

I think I found where to edit what sounds each creature uses, but how do I add my own sounds in instead of Bethesda's stock sounds?

http://www.tesnexus.com/downloads/file.php?id=29676 adds some nice dungeon sounds. But I'm not aware of any mods that specifically change the zombie sounds.

I know how to set the sounds for creatures in CS now. I found it. but how do I use my own sounds instead of the stock Bethesda ones?

Easiest would be to make replacers - you just create sound files you want instead then name them the same as what the creature already uses then just add them as a replacer without an esp. If you want to use the CS to have the creatures access different file paths (for instance for more sounds or sounds that happen on different cues) then you would need to create an esp.

As for what to use you'd have to either lift the sounds from other sources or record your own.

This was done a bit more in Fallout3 modding. Like with http://www.fallout3nexus.com/downloads/file.php?id=11295. Fore editing sounds I;d recommend Audigy.

This is one area of Oblivion modding where surprising little has developed. The sounds for animals and monsters are not that great or varied.

Im using the sounds for the Brute and Grunt from Amnesia: The Dark Descent.

Did it. I made an ESP to replace the sounds for Zombies and Flesh Atronachs to that of the Grunts and Brutes from Amnesia: the Dark Descent.

I also added in some Ambient sounds to Oblivifall's esp as a shortcut.

I might release the zombie replacer if Frictional games is ok with me using their assets.

If you upload these, do let us know. Sounds (no pun intended) interesting