what type of message?? You could try something like:
on *:open:*: {
if ($nick == who-ever) { /splay sound.wav }
}
on *:text:*:?: {
if ($nick == who-ever) { /splay sound.wav }
}
on *:notice:*:?: {
if ($nick == who-ever) { /splay sound.wav }
}
See if that works and read up on the help file with it for more info