I don't know about the Mac version, but the Windows version of SoundBlighter exports in AIF format. Windows Fear accepts WAV format only. So Windows users would need to convert from AIF to WAV with the right specifics as VR noted.
This chart might be of some use as well. It specifies which sounds need to be stereo and which need to be mono.
If you are a Windows user and need to convert from AIF to WAV, you could use the Sound Recorder program that comes with Windows. Go to Start > Accessories > Entertainment > Sound Recorder. Open the AIF with that and select Save As to choose the specifics of the file. Choose to save it as WAV with the right format and attributes. The attributes being either "22.050 kHz, 16 Bit, Mono" or "22.050 kHz, 16 Bit, Stereo". The format I am not too sure about. There is a "IMA ADPCM" which is the only one with IMA in it. I however have always used "PCM" since at the time I was only guessing and didn't know what to use. It worked for me.
And so you don't have to always set the program, you have the option to "Save As" the format and attributes. I named mine Myth so I know what it is for.
EDIT: I just noticed VR mentions 8bit for some sounds, but I think I have always used 16bit. So now I'm not sure which is the right option, maybe one works better in Myth or maybe there isn't much of a difference.