What version of Premiere Elements do you have and on what computer operating system is it running?
If you have Premiere Elements 12 Windows, you should be able to find large numbers of Sound Effects under the Audio Tab in the Expert workspace. Have you been there and done that and not found what you wanted.
Please check out the above.
We will be watching for your follow up.
If you do not find the SFX, that you are looking for, this article lists many sources for SFX and music, and much is free to download and use, though there are some commercial sites in it too: http://forums.adobe.com/message/3322049#3322049
Because that list goes back in time, some Web sites might have moved, changed or been closed.
If you find any useful, additional sources, please post those URL's, and I will gladly add them to the list.