First of all Wrong Section. Anywayz. Coming to your Question, if you just want to Add another sound file than that could be achieved by the standard sound recorder in your Windows, however if you want to add effects to it, add a good morpher like Sound Forge etc. I dunno of any free ones though, but it comes under morphing, many softwares however do come with the functionality to add just the effects.
Two free audio editors: http://audacity.sourceforge.net/ - Audacity. http://www.wavosaur.com/ - Waveosaur. Both are the bees knees at chopping up wav files.