I suppose a script could play the sound file if you're set to busy...
js code:
function OnEvent_ChatWndReceiveMessage(ChatWnd, Origin, Message, MessageKind) // message received event
{
if (Origin !== Messenger.MyName && Messenger.MyStatus === 4) // if you're busy and not the sender
{
MsgPlus.PlaySound("\\C:\\Program Files\\Windows Live\\Messenger\\type.wma"); // play the sound
}
}