Hi jojojo,
I also just started learning cocos2d and am interested in adding audio to the sample apps.
Here are some stuff I found. I hope you find them useful.
CocosDension faq page: http://www.cocos2d-iphone.org/wiki/doku.php/cocosdenshion:faq
from page: "CocosDenshion is the official audio API of the cocos2d for iPhone project and is ready to be used in any project created using one of the cocos2d templates. "
Try the CocosDension sound demos included in the cocos2d-iphone xcode project that you downloaded in Lesson 1: http://www.cocos2d-iphone.org/wiki/doku.php/prog_guide:lesson_1._install_test.
Set your Xcode's active target to "CocosDension - XYZ". They have several examples like "Tom the Turret" (game), "drum pad", "Fade To Grey" . You can look at the source code to see how it's done.
"Fade To Grey" example shows you how to do back ground music as well as sound effects.
I was able to add sound effect to Lesson1, inside the ccTouchEnded function body.
Good Luck!
hiroki