You could always use BEEP to beep something,, However, the true meaning might be up to interpretation. Also, the BEEP service (no kidding!) can be disabled under Windows NT/2000/XP.

BTW, I'd find any kind of sound cue at the end of a regular login script utterly annoying, especially if I have to listen to it 20 times a day.
_________________________
There are two types of vessels, submarines and targets.