Does C# have an equivalent of the VB beep?

Either it does not, or I'm too dumb to find it in the documentation.

If there is none, what's the best way to produce simple sound cues, like those MessageBox produces?

I know I can install ActiveX 9, which would be fine for playing mpegs etc. but it seems like overkill for a simple beep - and MessageBox seems to manage it without it.