There should be no need for a speaker modification..
Your speaker will be in your case somewhere, either in the front panel, or attached to one of the walls of the case. It will have a connection similiar to that of the Power LED / HDD LED / Reset PWR connections that go from your case to your motherboard.
Except your speaker connection will be 4 Pins (only 3 will be active ie: 3 out of the 4 pins will have pins in them) :
[1 1 - 1] (1 = the conducting pins in the connection & "-" is just a pin with no connection)
It will be black or red and will most likely say "Speaker" on it, it also looks very similiar to that of a Sound Card connection (the wire that comes from your sound card to your motherboard or optical device - but it will be originating from the case itself)
If you do not have a speaker, or cannot find it, if you provide the model of your case / motherboard we can help you out very easily.
If your case doesn't have a onboard speaker (which i doubt it has) then your only option is to use the one in your case, if you don't have one then you'll either need to make a speaker modification like NF said, or buy a new case with a speaker built in.
:good: