UltraVNC

You might try opening cmd.exe and type in:

echo [ctrl-g]

Where [ctrl-g] is the control key together with a g. The result will be:

C:\>echo ^G

If you press enter, the remote machine should beep.

To really catch someone's attention, use a few ^G's like:

C:\>echo ^G^G^G^G^G^G^G^G^G^G^G^G^G^G^G^G ...