After the download is complete, extract the file to the "sound" folder in you NR2003 directory.
I would suggest that you back up your original "sound.dat" file first. The engine sound packs that I am aware of, do not replace or change the file, but I am not sure which one you will use, so better safe than sorry. If you do not like the changes after installation you can simply delete all of the .wav files you find in the sound folder.
