Play Windows System Sounds

var
  Form1: TForm1;
  MyType: Integer;
  
//

procedure TForm1.Button1Click(Sender: TObject);
begin
  MessageBeep(MyType);
end;

procedure TForm1.ComboBox1Change(Sender: TObject);
begin
  case ComboBox1.ItemIndex of
    0: MyType:=MB_ICONASTERISK;
    1: MyType:=MB_ICONEXCLAMATION;
    2: MyType:=MB_ICONHAND;
    3: MyType:=MB_ICONQUESTION;
    4: MyType:=MB_OK;
  end;
end;