How do you get a program to show up in the sounds and audio devices in control panel?

I want a sound to play when I start limwire only limewire is not on the list of program to change sounds when I go to the sound tab in sounds and audio devices in control panel... How do I add LimeWire there or get it to show up there?How do you get a program to show up in the sounds and audio devices in control panel?
If Lime Wire doesn't have that feature, you're beat.