changing the alert sound is easy!
Mac OS X: How to add an alert sound
If you'd like to add your own alert sounds to Mac OS X, you can as long as your audio file is in AIFF format and has the ".aiff" extension appended to the filename. (Note: The suffix ".aif" is not sufficient in Mac OS X 10.1.5 and earlier.) Here's how to add your own alert sounds to your system.
Locate the AIFF sound file you want to use in the Finder.
From the File menu, choose New Finder Window to open another Finder window.
Select your Home folder in the new Finder window.
Open the Library folder.
Open the Sounds folderyou should now be in ~/Library/Sounds, where the tilde (~) represents your Home folder.
Drag your AIFF file from your first Finder window to the Sounds folder in the second Finder window.
From the Apple menu, choose System Preferences.
In the resulting window, click Sound to display its pane.
Click the Sound Effects tab.
Your sound should appear in the alert sound list; just select it to put it in use.