I am trying to use put some sounds like wind, dust, etc in a area but when i try to preview nothing plays, and in game the sounds dont play. And before someone says it, my volume is up, I have done the havoc/lighting fix but for some reason sounds dont work.

I'm pretty sure you need to extract the sounds from the BSA in order for them to work. I use the http://www.newvegasnexus.com/downloads/file.php?id=36290, which makes the error messages show again like in the Fallout 3 GECK. Everytime I've tried to preview a sound or texture, I get an error saying the file does not exist, which means that you most likely need them as loose files for the GECK to read them.

Are you sure you are using the /data/sound/fx/ directory? Preferably /fx/obj.