Nope, I never added any plugins. Maybe VirtualDub is just for the videos then.
I've tried converting an .snd file with all the tools I have in my archive, and none of them worked. I simply cannot remember how I converted them at the time, and nothing online brings back any memory either. Sorry.
Try looking into "EA VP6 Video Tools" - It doesn't work for me now, but I don't remember what I kept it for. Might be relevant.

@XYHC Just gave that a try but it says that the .snd file type is supported. There a plugin I need for VirtualDub?

If I remember correctly, you need VirtualDub to convert to .wav

@XYHC I used an extractor on the file and got .snd files but those wouldn't play and none of the converters I used would convert the files to .mp3

Responding to your comment on my RA3 cutscene compilation video: I think the RA3 cutscene audios are found in EnglishMovieAudio.big in the Data folder. Use any big extractor to access them.

Will do