On Windows computers Sibelius looks for sound sets in the following folders:
Program Files\Sibelius Software\Sibelius 5(or 6)\Sounds
Documents and Settings\your username\Application Data\Sibelius Software\Sibelius 5(or 6)\Sounds (only XP)
Users\your username\AppData\Roaming\Sibelius Software\Sibelius 5 or (6)\Sounds (only Vista and Win7)
On Mac it looks for sound sets in the following folder:
Users/your username/Library/Application Support/Sibelius Software/Sibelius 5 (or 6)/Sounds
There is no program for the second violin. If you want to use two violins, choose the Violin program for two channels.
In Sibelius 5.1 it was necessary to use a strings.violin.2 program, but that has long changed. If you still are working with Sibelius 5.1, I strongly recommend updating to at least version 5.2.5. There have been some bugfixes for playback.
Andi