The only thing I should be careful of is making sure that the mod files are free to use and are not copyrighted, as that can get you into trouble, but even this is not clear-cut... for example, some songs like the Tetris theme are easily recognisable, although these are based on songs that are in the public domain and hence cannot be copyrighted (actually, that goes for a large majority of the songs from the original Lemmings, namely all the songs that begin with "tim" as well as the Can-can).