System Beep

[S. Lawton]

Does anyone know of a program for Linux, or Windows, or both, that would redirect the system beep noise from the tiny, tinny speaker mounted on the floor of the tower, which can't be heard over a space heater in the room, to the speakers connected to the sound card ? 

Secondly, if such a program does exist for Linux, how do I get it to run automatically every time I boot ? 
Essentially, what is the Linux equivalent of putting a ShortCut in "C:\Windows\Start Menu\Programs\StartUp\" ?

-- 
Scott
Sylpheed 0.9.99
Puppy Linux 0.9.7 Live
linux 2.4.27