"Look for a program that can extract files from the .mpg files.
But I wouldn't recommend putting them into multiplayer maps, because the downloads would be horrendously long."
Not so. First of all they are MPQ files, not MPG. MPG stands for Motion Pictures Experts Group. MPQ Stands for MoPaQ, or Mike O'brian PaQ. In the MPQs there are all the sounds from Starcraft. With a program called SCMD2 or Starforge you can simply add the references to the MPQ sounds rather than the actual sounds for no extra size. But, if you want to add the actual sound Blizzard made a program to extract all the sounds to your hard drive.