1. Double click the VOLUME control on the taskbar (lower-right of your screen)
2. Option -> Properties -> Recording -> Wave Output -> Ok -> Select wave output
3. Start -> Programs -> Accessories -> Entertainment -> Sound Recorder
4. Play whatever you want (e.g. Microsoft SAM or a piano program)
5. Press the RECORD button ... it will record whatever is being outputted to your sound-card
6. Save the file as "move_to_next.wav"
Rinse & repeat.
You can work the messages into a batch file (anyone remember those?) with the appropriate delays. When I've got a moment I'll post a sample for ya!