I used to this on my computer, until the neighbors started complaining about the early and loud music. (I just can’t seem to get up when listening to good music :))
Anyways, in the BIOS I set the comp to wake up at a certain time. Most BIOSes have this option.
Next, it simply boots into windows.
I put winamp into the startup folder in the start menu.
Winamp is run at boot.
Next, I downloaded a plugin for Winamp, which makes it start playing a song when opened.
And there we have it, a computer as alarm clock, triggering my music. 🙂