If you have the games use paul's decoder to extract all the backgrounds and sprites and open the sound.dat file in audacity for all the sounds from Exoddus.
http://www.oddworldforums.net/showthread.php?t=15680
EDITS:
heres the exact post:
http://www.oddworldforums.net/showpo...&postcount=839
for lots of info about this subject read through the whole forum, start to finish.
Edit:
You will also need the DLL's from here:
http://www.oddworldforums.net/showpo...&postcount=784