It works! Thanks so much.
For anyone else seeing this in the future with the same problem, the zip was labeled “bosco” for the audio files so I used it with the ROMset called “bosco”. I placed it where @UsuallyLurker said and I no longer get the warning and the audio works great.
I was playing Falcon 3 on DOS. 1991
Besides that I played some Bosconian from the arcade, 1981 and 1943: Battle for Midway on the arcade, 1987