Okay. Just to make sure we have all the bases covered, lets make sure you have all the files in the right places. First, the ns_xtsiege.wad goes in the NS root directory. Meaning, when you open the NS folder, there it is at the bottom.
The bsp (map) and res (resource) files go in the NS/maps folder.
The spr (sprite) goes in the NS/sprites/minimap folder.
And I think there is one sound file. It goes in the NS/sound/ns_xtsiege folder.
Did you try downloading the map from our downloads page?