Below are the instructions for you to use, but you can also find goodies as:
http://www.rjrotwk.the3rdage.net/extras/  (I recommend going here to get the audio)

In order to have the video and audio files for some of the maps you will need to have BFME1 installed on your computer. You will also need to have FinalBig.

1)  Create a folder on your hard drive for a place to store the audio files for a short time.
2)  Open FinalBig
3)  Click the Open Icon or go to File>Open
4)  Navigate to c:\Program Files\EA Games\The Battle for Middle-earth (tm)\lang\EnglishAudio.big
5)  Once the file is open in FinalBig, Click Edit>Extract All
6)  Select the folder that you created in Step 1 (This will take a while to extract all of the files)
7)  Once complete navigate to the \lang\english\data\audio\speech folder that was created in the folder
8)  Delete all files after 242.mp3. This should leave 41 files left in the folder
9)  Navigate to the \lang\english\data\audio\sounds folder
10) Delete everything before meamonh_arag001.wav and everything after mgshelo_yeom006.wav (This should leave you with 2,762 audio files.  I do not use them all, but it is easier to select all of them then to pick and choose.)
11) Once finished, open up FinalBig if you have closed it.
12) Create a new big file. (File>New or the New icon)
13) Go to Edit>Add Directory (Ctrl+D)
14) Navigate and Select the data folder that was created (\lang\english\DATA) and click OK
15) Save the folder in your Rise of the Witch-King program folder as _RJ_Campagn_Audio.big. (Default is C:\Program Files\Electronic Arts\The Lord of the Rings, The Rise of the Witch-king)

That is all for the Audio.

To install the video:
1)  Navigate to c:\Program Files\EA Games\The Battle for Middle-earth (tm)\data\ or where ever your BFME1 is installed.
2)  Copy all of the VP6 files (Ctrl+C or Edit>Copy)
3)  Navigate to the RotWK program folder. (Default is C:\Program Files\Electronic Arts\The Lord of the Rings, The Rise of the Witch-king)
4)  Paste the video in the data folder (Ctrl+V or Edit>Paste).  DO NOT REPLACE ANY FILES. CLICK NO WHEN ASKED.

The video is now installed. The references are all in the ini files.