There are a few things that you can do.
1) You can use Fallen Sounds and Head Edit. First, convert the sound tag from MythII to Myth TFL with Head Edit. Then take that TFL sound tag and run it through Fallen Sounds to export the sound. You can get the Fallen Sounds here. Then, you can go here for Head Edit and also a BUNCH of useful Myth utilities. You can also get Head Edit here at The Mill. NOTE: HEAD EDIT IS MAC COMPATIBLE ONLY.
Or, if you are on a PC (This also works on a Mac), you can try option #2
2) This comes from Myth Map Making Tips.
Low Tech: "oddball solution" - Get a stereo double-sided sound cable (1/8" stereo mini phono plug on each end), and hook one side up to your computer's microphone port (sound in) and the other side to the headset port (sound out). Turn on a recording program, (e.g.SoundEdit 16), and press record. Then go to Fear and make the computer play the sounds you want. Go back to SoundEdit and stop the recording. BOOM! You have the sound you want, in its original perfect quality. [Ed. Not really in it's original perfect quality. The sound is being re-recorded so some loss of fidelity can occur] You can now save it to whatever format you want. Note: Make sure your computer's volume isn't up to high when you record, otherwise it'll get distorted.
Hope that helps
Zandervix