Go to the Tools menu and click Edit Alert Sounds
In the pop-up window, click the button with the ellipsis (…)
A standard file selector window will pop-up, just select the sound file you want to use. You can also change directories and use your own sound file.
Note: The volume of each sound file is fixed. You can pick a sound file with a lower volume if you want a quieter alert. If you dont want an alert, you can select the NoAlert.wav file