I think those are all configuration files, and may not be created until you change some options from the default or add notes to the main map (in the case of usernotes.bin), etc. In my clean install + patch CRC file, slashed-d3d6.cfg, persist.dat and sinfo.000 are present (I tested at 1024x768, Direct3D) but sound.cfg and usernotes.bin are not.
Have you changed the sound volume or added notes to the main map? That should create sound.cfg and usernotes.bin. sinfo.000 - maybe system info? Did you use the default resolution, etc. when running the configuration program's test?
Have you installed the latest
patch? Did you already try a clean install + patch?
Zip or otherwise backup your saved games folder to another location first, just in case (depending on how far you got). Then un-install, re-boot, shut down all non essential programs (especially anti-virus), re-install the game, perhaps start a new game and see if you can go down the well, re-boot, shut down all non essential programs, install the patch, re-boot, shut down all non essential programs, start the game. This procedure is a bit over-cautious, but the best way to avoid install problems. Under Windows XP, make sure you install the game and patch from an account with administrative privileges.
