If I wanted to listen to music while using Excel, I'd use an MP3 player.

If I wanted to dazzle other people by playing music when they opened one of my spreadsheets, I would first make sure that the spreadsheet itself was so awe-inspiring in its appearance, so startling in its clarity, so intuitive in its use, so amazing in its utility, so ... ... ... that it lacked only a symphony to make it a completely transcendental experience. And since my next spreadsheet that has all those attributes will also be my first, it might be some time before I do. Just a thought ...

In the meantime, you could do Tools > Options > General, and check Provide feedback with sound.