If you want to play sound with Alert:  
class Scr extends MainScreen implements FieldChangeListener {    
 ButtonField mVolumeUp;
 ButtonField mVolumeDown;
 ButtonField mPlay;
 LabelField mVolumeLabel;
 int mVolumeValue = 50;
 private static final short[] tune = new short[] { 466, 125, 10, 466 };
 public Scr() {
 mVolumeLabel = new LabelField("Volume: " + mVolumeValue);
     add(mVolumeLabel);
     mVolumeUp = new ButtonField("Vol Up", ButtonField.CONSUME_CLICK);
     mVolumeUp.setChangeListener(this);
     add(mVolumeUp);
     mVolumeDown = new ButtonField("Vol Down", ButtonField.CONSUME_CLICK);
     mVolumeDown.setChangeListener(this);
     add(mVolumeDown);
     mPlay = new ButtonField("Play", ButtonField.CONSUME_CLICK);
     mPlay.setChangeListener(this);
     add(mPlay);
 }
 public void fieldChanged(Field field, int context) {
     if (mVolumeUp == field) {
         if (mVolumeValue <= 90)
      mVolumeValue += 10;
      mVolumeLabel.setText("Volume: " + mVolumeValue);
  } else if (mVolumeDown == field) {
      if (mVolumeValue >= 10)
   mVolumeValue -= 10;
      mVolumeLabel.setText("Volume: " + mVolumeValue);
  } else if (mPlay == field) {
      Alert.startAudio(tune, mVolumeValue);
     }
 }
}
Tested on RIM 4.5 8310 simulator