Keep a US$ Major currency price window open. They never stay still so if the price sticks because of a drop-out you'll have a better chance of noticing it. I would also ask your ISP provider if they can come up with an audible drop-out alert as it's often, if not nearly always, a network problem rather than CMC (with Telewest, anyway).
As for audible fills why not set up an audible price alert at the fill price?
At least you'll know if the price was touched even if there isn't sufficient quantity to fill it.
One thing I found out recently with limit orders is, even if they will fill a market order in the quoted quantity at a certain price that they are quoting, they will not fill a limit order unless the underlying market actually trades at that price during a time when that price is being quoted (usually that means it will be an "A" or "AT" (automated) trade on SETS).
Does anyone find that the price updates seem to slow down and/or stick after about 5 or 6pm, so that the response time goes from 10ms to several thousand ms?