The simplest way is to use a transistor, with a lowish collector resistor say 100R. Then couple it into the speaker with a capacitor. That will stop excessive DC current through the coils but still allow AC to get through. The bigger the capacitor the louder it will be. Start off with 1uF.
Excuse the stupid question, but why not only use DC current? Does that harm the speaker? So far I have only used DC and it is working fine, just too quiet. (Thus the circuit is resistor from ground to a transistor controlled by the Arduino pin, to the speaker, to the + end of a 9V battery.)