HTML - Sound To Alert Box

I have this alert box that I would like to add a sound after you click ok. Can this be done to the script I have here?

Thanks

//<![CDATA[
var alertmessage="Well this the last and finale Assignment for the JavaScript Level One Course"

//Alert only once per browser session (0=no, 1=yes)
var once_per_session=1

function get_cookie(Name) {
var search = Name + "="
var returnvalue = "";
if (document.cookie.length > 0) {
offset = document.cookie.indexOf(search)
if (offset != -1) { // if cookie exists
offset += search.length
// set index of beginning of value
end = document.cookie.indexOf(";", offset);
// set index of end of cookie value
if (end == -1)
end = document.cookie.length;
returnvalue=unescape(document.cookie.substring(offset, end))
}
}
return returnvalue;
}

function alertornot(){
if (get_cookie('alerted')==''){
loadalert()
document.cookie="alerted=yes"
}
}

function loadalert(){
alert(alertmessage)
}

if (once_per_session==0)
loadalert()
else
alertornot()

//]]>