Make a text file with the following lines, and make it run through the OnChat section in the events tab of the GUI.
STRIP(&chat, %CHAT%)
ifcontains(%&chat%," -> Me: ")
volume(0)
volume(100)
playsound(custom.NaviListen)
endif
Imagine you called the text file with the script "chat". What you put into the OnChat section would have to be
$${ $$<chat.txt> }$$
The playsound has to be changed depending on what sounds you have in your macro mod sounds folder.
The directory for the sounds folder is: .minecraft -> liteconfig -> common -> macros -> sounds
If you don't see a sounds folder, make one. Make sure that the sounds you put in there are .ogg files, because it won't work otherwise.
Make sure you always put
custom.(soundname) in the script, just like I put custom.NaviListen. Also make sure to capitalize letters in the sound name if there's capitalization in the sounds folder.
I'm currenlty using the 1.11.2 version of the macromod too, by the way.
(also, with that script, you also get notification sounds for normal pm's too)