I had the same problem with my Dell Inspirion 1525. I managed to get a power icon in the notification area on my taksbar. This does not produce an audible warning but it does flash when the battery is getting low.
As far as I remember I achieved this by going to the control panel, double clicking on Taskbar and Start Menu Properties, then click on notification area and make sure that there is a tick in the power option to always show it in the taskbar.
Hope this works for you.