Before I switched to Windows 10, I used to hear a tone when someone sent me a private message via the site chat.  (It sounded like a drop of water to me.)  Now I don't have that sound.  I believe it's because I don't have a sound associated with that alert in Windows 10.

Does anyone know which particular Windows sound event is associated with a new private message?

I thought I remembered there being something in the settings about that, but I don't see it now...