adding sounds to existing video

Hi all,

I would like to add a number of sounds to existing video how do I go about it using my pc. I have tried using jing project to re-record the video with some success but if I use windows media player to introduce say some gunshot sounds there is no room-time to add any extra sound effects, I have even tried using quicktime alongside media player but there is just to much going on, Any ideas I am a nubie as you can tell.

thanks
Paul