Audio Alerts
From EVE University Wiki
The new release of EVE: Dominion includes an ability to warn pilots with an audio alarm when their shields and armor fall below specified thresholds.
This feature is easily set through the menu on your ships controls:
To do so, click the white triangle underneath your module icons and choose Audio Alerts.
Next, you are given a dialog to choose which alerts you wish to receive, and at what threshold.
Unchecking the boxes will turn the alert off.
Moving the slider will adjust when the alert sounds.