Just make a bash script that checks your balance and whistles if it has increased.
#!/bin/bash
oldbalance=0
if ! balance=$(bitcoind getbalance)
then
echo coudn't retreive the balance 2>&1
exit 1
elif (($balance > $oldbalance))
then
mpg123 someCoolSoundFile.mp3
oldbalance=$balance
fi
And then in the bash command line (or in you .profile or whereever):
$ while thenameofthescriptabove; do sleep 60; done &