Make sure the responses are .wav files and that they're called
sound\protoss\zealot\pzeatt00.wav
sound\protoss\zealot\pzeatt01.wav
sound\protoss\zealot\pzedth00.wav
sound\protoss\zealot\pzehit00.wav
sound\protoss\zealot\pzepss00.wav
sound\protoss\zealot\pzepss01.wav
sound\protoss\zealot\pzepss02.wav
sound\protoss\zealot\pzerag00.wav
sound\protoss\zealot\pzerdy00.wav
sound\protoss\zealot\pzewht00.wav
sound\protoss\zealot\pzewht01.wav
sound\protoss\zealot\pzewht02.wav
sound\protoss\zealot\pzewht03.wav
sound\protoss\zealot\pzeyes00.wav
sound\protoss\zealot\pzeyes01.wav
sound\protoss\zealot\pzeyes02.wav
sound\protoss\zealot\pzeyes03.wav
They may not have any other names, unless you mess around with arr\sfxdata.tbl, which really isn't necessary....