You can definitely have a beep on the computer the agent is sitting at... I have a support center that supports multiple clients. The agents have to provide a different greeting to answer calls. The way I resolved this was to...
1. Setup IP Communicator on the agent systems.
2. Setup Plantronics CS50-USB headsets to work with IP Communicator. (This also makes the agent mobile and eliminates the need for a regular phone.
3. On one of your network shares, place some wav files (either an audible message to the agent for what client is calling or a beep).
4. In the Administrator Console, create a workflow rule that trigers on ringing to play the audio file you stored on the network share.
When an agent receives a call, and it rings or answers... and will play the audio file...
Hope this helps... Even if you do not have USB headsets... just configuring the administrator to play the wav file at ringin will play the audio file on the agents PC speakers...