Has anyone tried a "missile lock" tone?

[Chriszuma]

So our video-game-obsessed driver gave me a really good idea today: hook up a buzzer or something similar to one of the LED-out pins on the OI joystick port, so we can have a "missile lock" tone when the camera locks on to the target. I was pondering the possibility of this. He managed to find some piezo buzzers from radioshack that emit 9800Hz at 80dB with 4-28v and 12mA max.
It seems that the oi led pins could drive that, since they provide 10mA at 5v, but I was wondering how practical it would be, or if there is some other factor (rule?) that I am overlooking. Also, how high-pitched is 9800Hz? I would like it to sound as realistic as possible (think BattleField 2 missile battery).

Any thoughts on the plausibility of this insane idea would be appreciated (just don't steal it)

EDIT: I was wrong about the 9800 hz figure; here are some of the parts I am looking at:
http://www.radioshack.com/product/in...tPa ge=search

http://www.radioshack.com/product/in...tPa ge=search

http://www.radioshack.com/product/in...entPage=search

Also of concern: would a piezo buzzer sound really harsh? Is there any way to get a more sine-like wave?