I just remember this thing but i didnt tested it, so i dont know if is workingPHP Code:
Callback_PlayerConnect()
{
level notify("connected", self);
if(!level.splitscreen)
iprintln(&"MP_CONNECTED", self.name);
self iprintlnbold("Welcome to X mod"); //put your message here
wait(0.5);
self playlocalsound("YOUR_WELCOME_SOUND"); //put your sound here
}