Shoutbox

ok go to messenger plus Icon in Messenger top right corner
click it
scroll down to preferences
click it
go accross to Customize tab
then on the right hand side click on
Events notifications
then click add
pick which person you want to add for a notification
tick their name in box on left hand side
Then press next ..(down the bottom)
then pick what notification for example..Pick
"user has signed in "
then click next
then it comes to a page that says "sound notification"
tick that as you said you are interested in the music when they sign on
then next to that on the right it has a box with three dots in it ...
press that
then it should go to your sound files
pick the song you want click on it twice
then press next
then choose if you want the sound notification permanment or just once etc
then press done down the bottom
then press apply

it should be done