I think what you're talking about is the eyehud? That is the hud that's displayed when you take damage. The eyehud.dds is located in your FPSC directory here: Files/gamecore/huds/eyehud.dds
If you want to change it all you do is create your hud, name it eyehud.dds (make sure it's saved as a dds not just named one), and replace the one in the gamecorehuds file with it(back up the original one first of course)
If you want to change the sound when you get hurt, that is located in the player soundset which is here: Files/audiobank/player
You should find 7 wav files. The ones you're looking for are hurt1, hurt2, and hurt3. These sounds are randomly played when you recieve damage. If you want to replace them with one sound then duplicate your sound file 3 times and name the one of the files hurt1, one of them hurt2, and one of them hurt3. Then same as before backup the originals and replace with the new ones. Now when you are hurt you will here your new sound and see your new hud! Let me know if you have any more problems. Hope this helped!
dark peanut
Look for me on CoD4 online for PC. My username's Arbiquator (strange I know but it's the first thing that came to mind)