From John Walkenbach Power Programming with VBA: Examples CD:
Function that plays a sound when the total reaches or exceeds 1,000:

Option Explicit

Private Declare Function PlaySound Lib "winmm.dll" _
Alias "PlaySoundA" (ByVal lpszName As String, _
ByVal hModule As Long, ByVal dwFlags As Long) As Long


Function Alarm(Cell, Condition)
Dim WAVFile As String
Const SND_ASYNC = &H1
Const SND_FILENAME = &H20000
On Error GoTo ErrHandler
If Evaluate(Cell.Value & Condition) Then
WAVFile = ThisWorkbook.Path & "\sound.wav"
Call PlaySound(WAVFile, 0&, SND_ASYNC Or SND_FILENAME)
Alarm = True
Exit Function
End If
ErrHandler:
Alarm = False
End Function