Hi Durtvan, in order to do this you need to extract the dialog.spt from the scripts.rcf in the Hit & Run directory. Then go to your mod folder into customfiles, create a folder called sound and then a folder called scripts inside it. Place the dialog.spt there. If you don't know how to set up a mod there are plenty tutorials here to help you out on that.
Okay, so you now have the script which contains all the definitions for the games dialog files. that's good. Now for the actual sound files you want in the game you should go back to CustomFiles folder and create a new folder called Willie, inside there create an RSD file using Lucas' RSD Convertor. There are some requirements for dialog. It must be mono, not stereo, and 24000hz, though with new hacks and implementations higher sample rates are supported but that's a little more complicated. Now for naming these files there's some important things you have to take into account. The naming system for dialog and sound in general in this game relies on a strict format, look at the entries in the dialog.spt and you'll see what I mean.
An example of this naming convention would be W_Idlereply_wil_mother, i'll break this down into pieces for you. W means walking, Idlereply is when you talk to ambient NPCs within the game world, for instance Willie in level 4, you can walk up to him and have a casual chat. This is the conversation type, Wil is the character code of who is talking, without this it wont work, lastly mother is the conversation topic. You can look at other sound in the SPT script to see how they're named.
Once you've created your dialog RSD files, it's time to open up your dialog.spt again and add it to the entries. Let's say in your case you made an idlereply line for willie, and the topic in the filename is sandwich, you'd add this entry to the script.
create daSoundResourceData named W_Idlereply_Wil_sandwich
AddFilename ( "Willie/W_Idlereply_Wil_sandwich.rsd" 1.000000 )
SetStreaming ( true )
If you start the game and try to talk to him many times, you'll hear it. This is just one type of dialog, there's various others, the second and first parameter in the naming scheme is what determines this.