My father said the same thing to the yard on his sailboat. The yard thought it would be funny so they put a school bell into the thing and did not tell him. When he turned the key because the oil preasure would be low for a second the bell would go off. Scared te crap out of us when we did it the first time. They all had a good laugh and showed us the over ride button.
You can easily wire in a number of different alarms. Just hook them up with a relay to the same pole that lights up your light.