There's no way of using C# in asp.net to play a sound on client-side (except Silverlight of course). You need to use a client-side technology, like javascript.
For instance this:
Playing audio with Javascript?
http://www.w3schools.com/html/html_sounds.asp
<audio controls height="100" width="100">
<source src="horse.mp3" type="audio/mpeg">
<source src="horse.ogg" type="audio/ogg">
<embed height="50" width="100" src="horse.mp3">
</audio>