Configuring grub / grub2 to indicate the boot menu items

[Kitty Litter]

        I am hardly a grub 2 expert but you need to edit /etc/default/grub 
and uncomment the line grub_init_tune and modify the tempo, frequency and 
duration to get the desired beep. Then you must run update-grub as root to 
incorporate these changes into /boot/grub/grub.cfg. You aren't supposed to 
edit this file directly.
If you try putting a ctrl-g in the title of a menu in /etc/grub.d/10_linux 
you will get a beep when you press enter on an item but not when you arrow 
passed it, at least that was the behavior when I tried it 6 months ago. 
After you run update-grub you can look at /boot/grub/grub.cfg to see what 
order the menu items will be in. The menu items don't appear to wrap so if 
you want the last item you could arrow down a bunch of times and press 
enter. Remember you must run update-grub to incorporate these changes into 
grub.cfg. Also, info grub for grub docs.