Important when you save the file with user sounds in mu3 note that you first export it in mu3 and change the default saving speed from 128 kb/s to 96 kb/s Otherwise the sound will destort or even fall away.
To really be on the safe side first save file as mus and the export to mu3 at 96 kb/s rate. If mu3 file is okay the you can delete the mus version.
Didier, This is true the only reason I use the mu3 format is for Internet purpose. Once you've downloaded a file you can keep it in mu3 format that's why I protected the save option, but to be safe once you have imported sounds into your song save as mus. If you want to upload the song to your site then try to export it to mu3 (96 kb/s) this is the most stable rate I found but as Didier says always keep your mus file too. Greetings