This has been discussed a few times, but it don't think any code was ever posted. I used the Windows API PlaySound to play a sound in Batchrender Pro, which is written in C#. Here's an example that works in JScript.NET (tested on .NET 1.1 only):

import System;
import System.Runtime.InteropServices;

enum SoundFlags : int
{
    SND_SYNC = 0x0000, // play synchronously (default)
    SND_ASYNC = 0x0001, // play asynchronously
    SND_NODEFAULT = 0x0002, // silence (!default) if sound not found
    SND_MEMORY = 0x0004, // pszSound points to a memory file
    SND_LOOP = 0x0008, // loop the sound until next sndPlaySound
    SND_NOSTOP = 0x0010, // don't stop any currently playing sound
    SND_NOWAIT = 0x00002000, // don't wait if the driver is busy
    SND_ALIAS = 0x00010000, // name is a registry alias
    SND_ALIAS_ID = 0x00110000, // alias is a predefined ID
    SND_FILENAME = 0x00020000, // name is file name
    SND_RESOURCE = 0x00040004 // name is resource name or atom
}

public class Sound
{
    DllImport("winmm.dll", EntryPoint="PlaySound")
    public static function PlaySound(pszSound : String, hmod : IntPtr, sf : SoundFlags) : Boolean
    {
    }
}

Sound.PlaySound("tada.wav", IntPtr.Zero, SoundFlags.SND_FILENAME | SoundFlags.SND_ASYNC | SoundFlags.SND_NODEFAULT);