Well with a date of Monday you need to buy locally. If you live in the USA, Radio Shack might be an option: RadioShack.com Official Site - America's Technology Store
I would imagine get two of these, one for the fire sounds and one for the police sounds, but it doesn't seem to work too well with the Arduino.
If you had more time, this might be an interesting way to solve the problem. I just got one from ebay, but I haven't had time to build it yet: http://arduino.cc/forum/index.php/topic,117009.0.html.