Video showcasing the sounds:
If the video doesn't work: https://www.youtube.com/watch?v=d5VE0CEA_lo&featur...
How to download:
Go to your Half-Life 2 steam folder (You can do this by right-clicking on Half-Life 2 in steam, and click on properties, then view local files.)
Open the "hl2" folder, and create a folder called "custom"
Extract the "Enhanced Shotgun Sounds" folder inside of the .zip into "custom"