Wishing 'puter alarmed when modem disconnects

I have windows 98 and would like to create a sound event (or play a .wav by any other means) that will trigger when the dialup modem disconnects.
To be used as a interupted download alarm

Have created CLOSE events via the registry for rnaapp & lights.exe (msinfo32 cant even see lights.exe when its running in sys tray !!!) and any .dll that open upon dialing but had no luck also tried using SYSTEMQUESTION with rnaapp (though not sure what systemquestion is.-- I do now its a dialog box description) unfortunately this also failed

Perhaps a sound event for the reconnect dialog box that pops up & asks if I would like to reconnect when I have timed out or otherwise been disconnected
How to do this?
I know there are applications out there that act as alarms but would like to save disk space and resources and solve this without installing more programs can any one help.

Fresh ideas gratefully recieved.
p.s. please be gentle and explict if you can THANKS