ICQ. But you'll have to have it running and 'typing' a message to a contact (you can choose whatever sound you want for the tick, tick of the keyboard) - maybe set up two accounts and open it to the dummy one when you leave your computer. A better option would be to lock XP while you're away by hitting the Winkey+L.
I just installed this thing... I thought Bonzi Buddy was irritating... BB was an occasional nusance... that beep program is constant! Oh, It crashed my ATI's TV when it started too, but then so does a lot of stuff so I can't count that, lol.