Now this is specially for the ones who are too lazy to get up even when the trust cellphone dies screeching its lungs out.
Its pretty simple

Creating the playlist
create a playlist of your favourite songs in Winamp, WMP or any other player. Export the playlist as a M3U playlist. M3U is generally accepted by almost every player.

Triggering the alarm
point to start> programs >accessories > system tools >scheduled tasks
Create a new task and choose program as windows media player or winamp (May work with others too but I haven't tried anything else)
Choose "daily", Enter the time and choose "every day" at next screen.
It would now ask for password (leave blank in case you don't have one)
Right click on the newly created task and check the "run only if logged in" check box. In the properties. Append the path to the playlist you created in the "run" text box. It should now look like
the text inside quotes is my WMP's path. It may vary for you. The text after WMP's path is the one to the playlist.
Click OK and you're done.

Go sleep!

Thx for tute friend, but I need to shut down my PC everyday so.....
Anyway, good for those who don't need to shutdown...

There are many who keep their respective PCs ON. you can shutdown the PC (not from UPS though) and check the "wake computer to start this task" kinda checkbox. I'm not sure of the working though. May require wake on call support by mobo

nice trick buddy

I was sick of the 'tarr tarr' of my phone and found the volume to less for my dino skin ears. Now I have scheduled WMP to play songs at full volume.

Nice one

Nice one, but that's one power hungry alarm clock.

If you keep your PC ON for downloading then No

isnt this already common knowlidge...
anyways nicely explained...

There is this particular software form Lifsoft called Auto Poweron & Shutdown http://www.lifsoft.com/,
using which you can do lots of scheduled tasks like:
Shutting and restarting the computer at predefined times,
Automatic waking up from Standby or Hibernate mode,
Starting and stopping programs as and whe needed,
And as you said it can play audio files which can be used as alarms.
and lot more.

Using this you can wake the computer from standby or hibernate mode in the morning and play a music. In this way, too much power is not used up in keeping the system on all night.

If you use linux, download exaile music player. It's an amarok counterpart for GNome. It has this feature inbuilt. Open exaile, then tools>plugins>highlight alarm clock and then configure.
__________
Link: http://www.exaile.org/

Aren't there any programs on Windows meant for the specific purpose of serving as an alarm? I know two of them on a Macintosh: Alarm Clock Pro and Aurora. I am sure they must have PC counterparts too, nothing a good Google search cannot yield.

@aryayush don't tell us that u never used windows?

I did. I used it for four years but I never felt the need to make my PC serve as an alarm clock so I do not know about any software that can do so.

I had used College Alarm. Link. Its just a 272kb app and free.

Anyways thanks SE><IE.
But i don't keep my pc on in the night.

@lucky star: There's no need to use third party S/Ws for waking up etc. Like I said you do have the option of "wake computer to run this task" option.
But nothing can switch ON the UPS

Nicely explained dude

You can use third party hardwares which can do that task too

Oye yaar, ek cheez ke liye itne dkarne ki kya zaroorat hai. UPS se band na karo aur kya

@ SE><IE
If i hav turned my UPS on but the PC is shutdown. WIll my PC be automatically Restarted when the time comes??
If YES then plz xplain...
Tnx

well, Some motherboards support "wake on call" support, you have to enable the option from BIOS.
Now, check the last check mark under "settings" tab (in task's properties). It reads "wake PC to run this task". I haven't tried it though. The way it says, it should work.

There is no way you can do so.

I dont wanna keep the computer on all night. I can turn on the PC via keyboard though. So any idea of turning my PC into a morning alarm?

There is. When you schedule a task in Windows XP, you can enable that the computer must be started for the task and the computer will automatically boot up if the UPS is switched on (and is connected to a working power source, of course).