I am using a Visual Studio extension called "Ding". This will allow you to assign a sound: build complete, breakpoint, unit test - success and unit test - failure.
I use only unit test events with Ding. I have "build failed" and "build successed" events assigned using regular Windows events described above in @gerdi. Dean does not distinguish between 1 test and failure.
I really don't find the sounds annoying, since I have about 25 projects in my solution and more than 800 unit tests, so I have a little time to look at other tasks before the sound goes out, which is my idea for sounds. Of course, a short pause in power would not be excluded (LOL). And, yes, I work alone.
Additional Info About Ding