Double-click the program and by default it pings Google.com, playing a sound every time a reply arrives. That’s useful all on its own as a very obvious "my internet connection is up and the device is responding" message. If your connection goes down or the device doesn’t respond, the pings will stop.
The sound is annoying? Run BPing with a -d switch and it only plays audio when there’s no reply, meaning the target is unavailable. You can then leave it running in a background window somewhere, but still get an audio alert as soon as your connection or remote resource goes down.
There are other switches to specify a custom host name or IP address, to scan your whole network, set the number of pings to use, specify a timeout, use a custom audio file, set audio volume, and more.
Enter BPing /h at the command line to see the full switch list.
BPing is a portable free tool for Windows XP and later.