Hi there,
Stop hacky stuffs, here is a clean procedure (*) [images for Yosemite OS]:
A/ open Calendar
in Calendar:
B/ create the event by double clicking on the appropriate time slot to open the pop up event info window (**)

C/ fill in event info and set you reminders:
If no alert is set by default, you need to click on the date to unroll the event panel

In order to define the sound played by the reminder:
move pointer to "alert:" click on "None" > "Custom..."
click on "Message" > "Message with sound"
select sound among available systems sounds (***) and set time


(** OR ⌘N OR File>New Event OR double click on an existing event OR right-click on an existing event > get info)
(***) Here is what you need to know about system sound and how to add more sounds in the system:
1/ sounds are "visible" to the system when in the apple proprietary ".aiff" (****) format (to be checked), and placed in one of the following (not shown by default in Finder) folders:
a) for "you" only (not other users), in your personal Library file:
~/Library/Sounds/
(mind the "~" which always means "home folder of the current user" and get replaced automatically by the correct location, Default is "/Users/yourlogin")
b) all users (system wide):
/Library/Sounds/
(but you need admin privilege to write inside it as it belongs to system)
(****)
2/ mp3 or other format can be converted using Itune (pain in the ...)
a) In Finder:
put the files you want to convert in a folder
b) In Itune set:
Itune>Preferences>"when a CD is inserted" Import Setting > Import using > AIFF
File > Convert > ⌥ Convert to AIFF...
All file are copied and converted to .aiff into your Itune Library Folder.
you get to the file from Itune getting on the track of interest with pointer:
click on "..." > Show in Finder
(* as usual, Apple hide everything to prevent you from using your stuff - it is well known that users can make mistakes ! protect them from their stupid choices ...)