there is a app from cydia called "Notifier"...when you install it shows up as "reminder" on your phone. The reminder app will let you set a audio alert for miss calls, voicemails, text messages etc etc.
Currently this is NOT working on iphone 4...not sure if it works on a 3G or 3GS with OS4.0. Im 100% positive this works on a 3G or 3GS with OS 3.0+
Dont know which device you have, but i hope that helps. Im biting my nails waiting for the Iphone 4 OS4.0 version comes out.