Selected media not available Wwise and UE4

Question

I am playing around with wwise and UE4 to learn. But the first thing I encountered was a problem. I'll try to explain

I have imported a sound effect, created an event containing the sound effect, placed it in a soundbank and generated. I have created a soundbank in UE4 and an event with the right names and right references. And I get the sound to play with in the game. All good so far.

When I'm trying to do the exact same thing. Import new audio files, create events, put the in the soundbank and generate... However, here is the problem. Now it refuses to play the sound in the game. And the message I get from the profiler is "Selected media not available".

Is there anyone that has encountered the same problem and possibly have a solution to it?

Thanks!