It don't seem to work for me.
Beep 1000, 1000
delays 1 second and does nothing.
Could you tell why?
http://msdn.microsoft.com/en-us/library/windows/desktop/ms679277%28v=vs.85%29.aspx
If you are using a newer windows 7 machine, the beep should work properly as long as you have a working sound card. I would guess you are missing a pc speaker (the name of the older hardware) and using vista or older.
Windows XP
Sound do not relate to Beep since it do not use the sound card. It relies on the motherboard.