Further investigation is needed

About 2 weeks ago, my brother bought a digital voice recorder for $60 bucks at Radio Shack and he started recording just to test it out. When he brought it to my attention, there were only 2 audio files on it. The first file was maybe 15 minutes long, The second file I think was 2 hours or something and the thing is we didn't even listen to that file because the first file scared the living shit out of us. I wish I never heard what was on that thing, I mean, shit we have to live here. I've pretty much let it go and tried to forget everything I heard but we all know it's still here. I just talked to our paranormal investigator and he wants to have another investigation. This time he wants us to be present during the investigation. The first 2 investigations we had to stay somewhere else to eliminate any possibilities of our own involvement. The investigator has had cases where a family claims to have doors slam for no apparent reason and come to find out it was a teen girl doing all the activity. So after proving we're not involved with any of the activity going on here, The investigator thinks it would be the next step to have all of us included. I don't know how to feel about it, I mean all we're doing is collecting evidence. I want to do something to help these entities, find out what they want, help them get what they want, to get to the core of why they are here, at this point I'd like to work with a true psychic. I think that's the only way out of this, we can collect evidence all day long but it does no good if we can't interprit what it means. Just my 2 cents.
BTW, last night, someone took my Mom's cigarettes off the kitchen table. This morning she asked me if I took them and of course I said, "No, why"? She said, "I had a whole pack sittin there on the table last night and now they're gone".
Also, Chad reports that he witnessed 2 loud knocks on our sliding door. It was like 3 or 4 am and he was watching TV when all of a sudden he heard what sounded like a tennis ball hitting the window. It only hit once. The dog was asleep on the floor in the kitchen. Chad asked out loud, "Can you do that again"? and about 10-15 minutes later something hit the window again, just as loud. The only thing I witnessed yesterday was the lights ordeal, which I reported.