I couldn´t resist to see how this works and sometimes it is easier than you think. Assuming you have windows media player or some other app installed that play sound files. This link gave me the idea How to Play a Sound File from a Windows Batch File and here is how I configures the Rule Manager.
Another way might be to write a Batch file with more commands if you want someone to dance to the music also ;). I have not done that since the above was good enough for the moment. Please, report back if you develop this further.