I can confirm that the Sound Effects in the Content folder are the only things that you have to manually copy to your hard drive. If you went through the full installation when you loaded your disc then the other items could be selected one by one (DVD Architect, CineStudio etc) and there were options to include Music, Borders etc.
If, however, you only installed the first module (Vegas Movie Studio Platinum) and then exited from the installation menu then I suggest that you insert your disc again and select the other items in the list (I installed everything (about seven or eight modules I seem to remember).
Yeah..I found them. Pretty dissapointed with most of them to tell you the truth. But I found a website where you can download some great quality ones that ive been using.
Ive found some really good quality sounds here. You have to signup but its free..and I havent received any harrassing emails or anything from them. You get 5 free downloads a month.