You could do this in the Starting G-Code depending on what type of printer you have. I believe most printers have some G-Code commands that will illicit beeps from the machine.
For instance, for RepRap style machines, the beep command is M300;
http://reprap.org/wiki/G-code#M300:_Play_beep_sound
For MakerBot style machines, you can actually play tunes, I copied the Indiana out of the end of a G-Code file. You could place this in the Starting G-Code of the Scripts tab after preheating
M420 R43 E255 B0 P0
M300 S659 P240
G4 P240
G4 P240
M420 R2 E255 B0 P0
M300 S698 P120
G4 P120
M420 R0 E255 B89 P0
M300 S783 P120
G4 P120
G4 P120
M420 R0 E143 B255 P0
M300 S1046 P960
G4 P960
G4 P960
M420 R120 E255 B0 P0
M300 S587 P240
G4 P240
G4 P240
M420 R43 E255 B0 P0
M300 S659 P120
G4 P120
M420 R2 E255 B0 P0
M300 S698 P960
G4 P960
G4 P960
M420 R0 E255 B89 P0
M300 S783 P240
G4 P240
G4 P240
M420 R255 E234 B0 P0
M300 S440 P120
G4 P120
M420 R220 E255 B0 P0
M300 S493 P120
G4 P120
G4 P120
M420 R230 E0 B255 P0
M300 S1396 P960
G4 P960
G4 P960
M420 R255 E234 B0 P0
M300 S440 P240
G4 P240
G4 P240
M420 R220 E255 B0 P0
M300 S493 P120
G4 P120
M420 R0 E143 B255 P0
M300 S1046 P480
G4 P480
M420 R0 E6 B255 P0
M300 S1174 P480
G4 P480
M420 R146 E0 B255 P0
M300 S1318 P480
G4 P480
M420 R43 E255 B0 P0
M300 S659 P240
G4 P240
G4 P240
M420 R2 E255 B0 P0
M300 S698 P120
G4 P120
M420 R0 E255 B89 P0
M300 S783 P120
G4 P120
G4 P120
M420 R0 E143 B255 P0
M300 S1046 P960
G4 P960
G4 P960
M420 R0 E6 B255 P0
M300 S1174 P240
G4 P240
G4 P240
M420 R146 E0 B255 P0
M300 S1318 P120
G4 P120
M420 R230 E0 B255 P0
M300 S1396 P1440
G4 P1440
M420 R0 E255 B89 P0
M300 S783 P240
G4 P240
G4 P240
M420 R0 E255 B89 P0
M300 S783 P120
G4 P120
M420 R146 E0 B255 P0
M300 S1318 P360
G4 P360
G4 P240
M420 R0 E6 B255 P0
M300 S1174 P240
G4 P240
G4 P240
M420 R0 E255 B89 P0
M300 S783 P120
G4 P120
M420 R146 E0 B255 P0
M300 S1318 P360
G4 P360
G4 P240
M420 R0 E6 B255 P0
M300 S1174 P240
G4 P240
G4 P240
M420 R0 E255 B89 P0
M300 S783 P120
G4 P120
M420 R230 E0 B255 P0
M300 S1396 P360
G4 P360
G4 P240
M420 R146 E0 B255 P0
M300 S1318 P240
G4 P240
G4 P240
M420 R0 E6 B255 P0
M300 S1174 P120
G4 P120
M420 R0 E143 B255 P0
M300 S1046 P480
G4 P480