Sound

The Beep command is about as good as it gets.
Not all systems support sound you can check though

If Application.CanPlaySound = True Then 
End If 

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

Private Declare Function mciExecute Lib "winmm.dll" _ 
  (ByVal lpstrCommand As String) As Long 

Const SND_SYNC = &H0 
Const SND_ASYNC = &H1 
Const SND_FILENAME = &H20000 
Dim SoundFile As Variant 

Sub GetFile() 
    ActiveSheet.Shapes("StopButton").Visible = False 
    Filters = "Sound Files (*.mid; *.wav), *.mid; *.wav" 
    SoundFile = Application.GetOpenFilename(Filters) 
    If SoundFile = False Then Exit Sub 
    Select Case UCase(Right(SoundFile, 3)) 
        Case "MID" 
            mciExecute ("play " & SoundFile) 
            ActiveSheet.Shapes("StopButton").Visible = True 
        Case "WAV" 
            Call PlaySound(SoundFile, 0&, SND_ASYNC Or SND_FILENAME) 
        Case Else 
    End Select 
End Sub 

Sub StopMIDI() 
    mciExecute ("stop " & SoundFile) 
    ActiveSheet.Shapes("StopButton").Visible = False 
End Sub