What you guys are saying is totally correct: you can't change the default player sounds after the game has loaded.
...But, I'm holding to what I said earlier :p . It's definitely possible to override it in an FC by scripting a custom system. (I just made a custom footstep script today, for a side-scrolling 3rd person player character.) It's not easy to set up, but it works. You can switch right there in the middle of a map if you want to. If/when the time comes, just let me know and I'll either script it for you for tell you how - but not until Second Dimension has been out for a few months.