I believe this should help
http://www.cavestory.org/forums/threads/828/
You need to download resource hacker and with that you can import orgs into the game
I'm not too sure about importing sound effects though
If you're using cave editor then you shouldn't have any problems with this but sometimes if you import orgs into a sue's workshop edited game it can corrupt the exe so make sure you back up the exe everytime. Whether you use cave editor or sue's workshop the game will surely crash, but not corrupt if you replace an org with one that is
a) bigger than the replaced org
b) contains drum sounds other than: Bass01, Snare01, Tom01, HiOpen, Hiclose
You can also use the resource hacker to edit credit illustrations if you want but I think the exe can't run unless the new illustrations have the same colour limits and of course the same size. I don't know how to put a limit on colours in paint but what you can do is save the illustrations into a folder and not in the exe and that way you can just paste your new illustration onto the original so it'll have the same colour limits and with that you'll have no more problems.