Look in the active devices panel. 

Hello Ben!

Yes, the sound set should appear in this window. If it does not, it is either copied to the wrong folder or you took the sund set for Sibelius 5.1. They are not compatible.

Here is what I've been told by the Sibelius guys regarding the sound set folder for Sibelius 5.2:

Windows XP: C:\Documents and Settings\your username\Application Data\Sibelius Software\Sibelius 5\Sounds
Windows Vista: C:\Users\your username\AppData\Roaming\Sibelius Software\Sibelius 5\Sounds
Mac OS X: /Users/your username/Library/Application Support/Sibelius Software/Sibelius 5/Sounds

Sibelius will look in the user's area first, then the All users area and then the
Program Files sounds folder. All of them will allow Sibelius to find the sound sets.

Hope, it works now.

Andi

So, what's next? :D

I'm rewarding your hard work with more pressure. It's how I show my love. 

Please, have a little patience. [;)]

Andi