You might like to have a look at the following page:
http://discovercircuits.com/A/alarms.htm
As you can see, there are alarms for everything.
Unfortunately, alarms are also hard work. There is a lot of tedious running of wires and wiring of switches etc.
Then there is the never ending list of "what-if"s.
What if some bad guy crawls under the infra red beam? If you put it lower, what if your dog sets it off?
What if the owner sets it off himself? How does he reset it without waking the neighborhood?
The actual sender and receiver setup is the fun part. Knowing what to do next is the hard part.
One way would be to hunt around on Internet and find some setup that you like the look of and follow it exactly.
Another way would be to go to an electronics store and come home with some boxes that make up a burglar alarm. Then put it all together.
Having said all that, the output of your receiver will be low if the IR signal is being received but high if the signal is blocked by something like a bad guy.
Pin 4 (reset pin) of a 555 chip must be held high for the chip to oscillate.
So, if you had the output of the receiver connected to pin 4 of a 555 chip and the rest of the 555 set up to oscillate in astable mode, you could make quite a lot of noise whenever the beam was blocked.
You would really like to make a lot of noise for some time after the beam was blocked, though, so it was still making noise as the bad guy ran off down the street. So, even a simple system starts to get complicated.
You could use a monostable 555 to hold the reset pin of another 555 high while it oscillated.
But everyone would end up doing it a different way.