My sister died four years ago, and we found records on which we can hear her voice. I want to know if there is a problem to hear those records , Somebody told me that it bothers her soul.

It is permitted to hear the recording of someone deceased and in fact there are recordings of shiurim given by respected rabbis who have passed away that are replayed often. Only if there were something wrong with the record- for example if the lyrics or the recording itself were immodest- then replaying it in public could be seen as hurting the memory of the deceased.