ok, really. Download Orengefox's stuff, get the NSMBe, open up NSMBeditor, select your NSMB3 rom, select File Browser at the top, click the + next to Filesystem, click the + next to Files, click on the sound_data.sdat, when it is highlighted, click Replace File at the bottom of the NSMBe window, navigate to wherever Orengefox's files are, and you should see the sound_data.sdat file. Click on it, when it is highlighted, click open. It will replace the file after a few seconds. Some of the letters and numbers above the Replace File, Hex Edit, and LZ Compress will change. But yeah, after you click Open, wait a sec, then it should replace it. Close the editor and play the ROM. the easiest way to tell if it worked it to go in a level and jump around. The jump sound will be replaced. Also, the Underground music is easy to spot. If you are on NSMB3, go to W1-5, an underground level. If the music is not changed there is no hope for you.
P.S. You might have to extract Orengefox's files from the .rar archive with winrar or 7-zip. Also, yes, I know that the first sentence of this post is a bit long. (SKJmin, you might as well try this too--I made it as dummy-proof as possible so it should be easy).