Okay, easy bit first, yes you can use /sound file.mp3 to play a noise, providing the file is in mIRC's root directory. If the file is elsewhere you need to type the fullpath so mIRC knows where to find the file you want to play - EG: /sound C:\mIRC\Sounds\file.mp3. You can also use the /splay command under the same circumstances which plays the file locally and does not send any CTCP to the channel you're in.
Now to DLL's. DLL's are not really for the inexperienced, and I am not saying you are inexperienced, just highlighting the need for a fair bit of scripting knowledge to nail them. Are you using mIRC V6.X? If not then the latest version of that DLL probably won't work as the DLL file is different and so is the scripting that calls it, because from V6.01 onwards mIRC had a different arrangement for the structure of it's parent and child windows to allow for the coloured window borders that now exist. The author of the DLL, Necroman, passed the job of the development on to a chap called Dan, who did a good job at the necessary modifications. The hardest bit really is making sure none of what I showed you is conflicting with anything else. If in doubt, unzip a new copy of mIRC to another directory and load everything in there. That way nothing can conflict. If it still doesn't work, remove the red bit from the following lines...
[color:red]var %bs.bs[/color] $dll(nHTMLn.dll,attach,$window(@Browser).hwnd)
[color:red]var %bd.bd[/color] $dll(nHTMLn.dll,navigate,http://iserv.com.au/)
... And then try again. The removal of these allows error msgs to show in the status window which you cna use to diagnose the problem.
See how you go.