Hey guys
Complete newbiew to electronics.
Is there some sort of loud alarm siren I can purchase for arduino?
Something like this for example: http://www.dx.com/p/120db-loud-security-alarm-siren-horn-speaker-buzzer-black-red-dc-6-16v-153074
Thank you for your input!
EDIT
Don't worry guys, found the buzzer 
Anything that's "seriously loud" (like for a car alarm or home alarm) can't be driven directly from an Arduino. These things need more voltage & current, so they need a power supply (typically 12V) and a relay, transistor, or MOSFET to switch the power.
A buzzer or siren has the sound-generator and amplifier circuitry built-in. You just apply power and it makes noise. Those are the easiest to use.
A speaker/transducer needs an audio signal, and anything other than a small piezo transducer will require a power amplifier to drive it. (The Arduino can generate "tones" if you want to go that way.)