By default, the program plays the default Windows sound for incoming mail. If you want to see what setting is being used, you can checck in the following manner:
When you are in the main window of the program, issue the command alt t. Up arrow once to options and press enter.
Start tabbing. You will get to a check box that says play a sound. Check it with the space bar if it isn't checked.
Then tab until you get to a radio button that says something like play default sound. If it says something else like play another file, let us know.

There are one or two things to know to make working with the options interface much more accessible. I'll explain them if you wish.

When you have finished working in options, close it with control f4, not alt f4. Control f4 will return you to the main program window. Alt f4 will close the program and when you open it again, you will be in options again.

The reason you need to use control f4 is because options is a tab, not a separate window in this program.

Gene