Console.beep() plays the sound of a beep through the console speaker alone. Apart from this in SilverLight you have a plethora of sound capabilities; one of which is using the MediaElement control. So, you could add one of those to your page as shown below.
XAML:
<MediaElementx:Name="beeper"></MediaElement>
C#:
privatevoidAssignBeep()
{
Uri beepUri = newUri("Project;component/beep.mp3", UriKind.RelativeOrAbsolute);