I have had a look at the Alesis module, but I may have it wrong.
I'm not sure that you can override the preset sounds that are on the Alesis' Module internal memory. Is there a USB socket on the device? From what I can see there isn't, but instead there is a MIDI Input/Output section. Your computer would need some form of MIDI Input/Output interface - that could just be a relatively cheap converter lead - do a Google search and let me know what you find.
MIDI is essentially a series of numbers that the pad can send to another device (in this case a computer) that access a process (in this case, a sample). So - you will need software that understands the MIDI Input/Output device and software that also stores and accesses samples. Most modern digital audio workstations will do this. A short list (in order of preference for this application, for me) Ableton Live (probably amongst the very best for this), Max/MSP (very complicated, avoid unless you're willing to really nerd it), Logic, Cubase, Reaper... etc, etc. All these programmes should be capable of interpreting and assigning sounds.
In essence, the Alesis Pad does all the MIDI stuff itself. It accesses a memory store (in the module) and triggers the sample according to the parameters that are input (the pad location, the velocity with which you hit it, etc). All that the computer does is act as a separate and external memory store, which is otherwise built into the device itself.
If there is a USB/Firewire interface cable on the device itself, it might be possible to override the factory settings. If the device also uses removable memory (Micro SD cards, etc) then it might be possible to load samples onto that and then plug it straight in. A USB cable might load up software to do the transfer.
Did the Alesis come with any software on a CD with which to load samples?