Sorry, there was some confusion when you said this:
What? I replaced my original lemmings adlib.dat with the hacked one to use TGA sound.
It sounded like you got it to work yourself.
That said, this question was already answered by DragonsLover; see
this post. ONML is much easier for this compared with original Lemmings; all it takes it to edit DOSBox configuration, no hacked files or anything like that necessary.