So here is the tips to do the same. I have done this in windows 7 machine. Might be for other OS setting would be different.
First look at the below snap shot.
1. Go to Control Panel.
2. Click on Hardware and Sound. A different window appears.
3. On new popup window click on Change System sounds. A different pop window would appear, refer above snap shot.
4. Select sound tab and scroll down to Microsoft Visual Studio.
5. Select Break point Hit.
6. Now select your desired sound from Sounds drop down menu.
7. Click on Apply and then ok.
Now you are ready to hear the Hit sound, whenever visual studio would hit the breakpoint.