Highlight wayGo to Alt+O > Irc > Highlight, type "Sweet Mary says" in the topmost editbox, click on the No Sound button twice and it will let you select a file to play, make sure "Message Only" is in the "Match on" combo box and configure any of the other options if you want to.
Script wayThis will react when "Sweet Mary says" is said.
on *:text:Sweet Mary says:#:{ splay <path to file.wav> }
This will react when "Sweet Mary says" is said anywhere in a sentence.
on *:text:*Sweet Mary says*:#:{ splay <path to file.wav> }
Put either of the above (Not both) in a new file in remote (Alt+R > File > New).
Make sure you change <path to file.wav> to the path to the sound you want to play, if the filename has spaces you must surround it in quotes, eg:
c:\my music\example.mp3 should be
"c:\my music\example.mp3".