Riiiiiiiiiight, now I'm sure it was around here already but i cant find it. here goes, sitting comfortably, righty ho.
Get the kegetys mod from here : http://www.kegetys.net/
To install the dll, put the kegetys.dll to your IL2COD install dir normally(c:\Program Files\Steam\SteamApps\common\il-2 sturmovik cliffs of dover\).
Then modify the Launcher.exe.config file with a text editor (like notepad) and under maddox.Properties.Settings, add the 'kegetys.dll' to load similar to steam_api.dll. Ie. add the part highlighted in RED below: (Create a backup of the original file first!)
...
<applicationSettings>
<maddox.Properties.Settings>
<setting name="nativeDLL" serializeAs="String">
<value>parts\core\steam_api.dll</value>
</setting>
<setting name="nativeDLL" serializeAs="String">
<value>kegetys.dll</value>
</setting>
</maddox.Properties.Settings>
</applicationSettings>
Create a MODS folder within your COD directory like this :
(c:\Program Files\Steam\SteamApps\common\il-2 sturmovik cliffs of dover\MODS).
Grab hold of Bigpickles sound mod here :
http://www.mediafire.com/?90i8rxb6mwi08i8
Once downloaded unzip/unrar it and this will give you a folder called BpSoundSuite, put this in you MODS folder.
Up to you but I run two shortcuts for Cod, one clean/untouched and one with the mod command line.
Nearly there :)
To get this mod to work you need to add this to the properties of your COD shortcut : right click the shortcut and go to the properties, in the target window add onto the end after the speech marks -mod=MODS\BpSoundSuite
(note the space before -mod it is important)
It should now read
"C:\Program Files\Steam\steamapps\common\il-2 sturmovik cliffs of dover\Launcher.exe" -mod=MODS\BpSoundSuite
Launch COD using that shortcut and you should be presented with the bpsound splash screen when the game loads, then you know you got it right.
If you decide to get any other mods you just have to copy that to your mods folder and change the properties of the shortcut to suit, be aware that if in Steam you have your game properties set to steam cloud synchronise then it will overwrite your Launcher.exe.config file when you update, always make a copy of the modded one so you can copy it back over.
Good luck and let us know how it's going.
Adonys also wrote that JSGME can also be used for mods in COD, I have not used this technique yet but it will allow you as it does in IL2 to run multiple mods.
You can read more here:
http://forum.1cpublishing.eu/showthread.php?t=23782