I know Warsheep made this guide before but its old and havent any feedback. It's a good thing to create when you are learning VB. I use Warsheeps codes + i made it easier and a little more codes and such 
BUT i wont explain what the codes do!!!
All Credits to Warsheep for the Codes and Idea!
Im just giving a new life to the alarm idea !!!
It's Created in Visual Basic 2008
First make a new Windows From and size it like you want and use
3 buttons 3 labels 2 trackbars 1textbox and 1 timer.
for example:

this is the best way i found they could be placed in
but u can always place it as you want 
make them in this order (timer is not there cuz its not showing)
Label1
Textbox1 Set it so its unable to Edit it. Can be confusing.
Label2
Trackbar1 set minimum value to 0 and maximum value to 24 (hours)
Label3
Trackbar2 set minimum value to 0 and maximum value to 60 (minutes)
Button1 Will be the ON button
Button2 OFF Button
Button3 Close Button
like this one:

The labels dont need codes so we start to work on the other things 
Finish the layout so buttons and such things are where you want them.
Now we start with coding.
This is a little example if you dont know how to do:
I have maked a button but needs to code it. i double click button and VB automatically creates:
Code:
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
End Sub
so where to put the code ! It is where i make it red colored here:
Code:
Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
NOT SO HARD IS IT ??? CODE HERE!!!
End Sub
Ok start to put this right under Public Class Form1:
Code:
Dim thehour As Integer
Dim theminute As Integer
Then double click on your Timer and type this code:
Code:
If TimeOfDay.Hour = (thehour) And TimeOfDay.Minute = (theminute) Then
Media.SystemSounds.Beep.Play()
End If
The Beep sound is probably able to change but i dont know how !
Double click Trackbar1 and enter this code:
Code:
thehour = TrackBar1.Value()
TextBox1.Text = ("H" & thehour & " M" & theminute & " ")
Now double click Trackbar2 and enter this code:
Code:
theminute = TrackBar2.Value()
TextBox1.Text = ("H" & thehour & " M" & theminute & " ")
This will make the Textbox work and show wich time the alarm is on. H10 M33 Means the clock is 10.33 
Double click Button1 and use this code:
Now for Button2:
And for last Button3:
And The Labels is for showing what that part does. Look at Picture!
Congratulations you should now have a working alarm with annoying sound!!!