import Graphics.UI.WX

main :: IO ()
main = start $ do
   f <- frame []
   p <- panel f []

   set f [layout := minsize(Size 100 100) $ widget p]

   play (sound "alarm.wav")

Using OSX 10.9.5, GHC 7.10.2, WX 0.92.2.0

http://stackoverflow.com/questions/36809989/play-sound-with-wxhaskell-not-working-on-osx